AXOQUANT

Research

Working papers, including the negative results.

Everything here is written from run artifacts — numbers come from the record, not from recollection. We publish refutations with the same care as findings, because a shop that only shows what worked is showing you its selection bias. Full texts carry our operating parameters and are shared selectively; abstracts are public.

Working paper · 2026-07 · methods

The Three Gates: Evidence Discipline for Strategy Research

The full specification of our verdict system: survivability, specificity, and leverage gates with their mathematics — bootstrap survival probabilities, matched-control p-values, Fisher combination under Benjamini–Hochberg FDR, scenario-sized leverage — the evidence protocol around them, and six argued cases for why gate-grade verdicts require an event-driven engine with a fills ledger rather than vectorized screens. Written to be rebuilt from.

full text on request · research@axoquant.com

Working paper · 2026-07 · foreign exchange

FX Efficacy: Lessons and Evidence

What survived and what didn't in currency markets: carry passing survivability and failing specificity (the factor, correctly named); an enforced-band structural book validating walk-forward after full costs including measured swap; and the cross-market persistence gradient that locates where statistical relationships still pay. Includes replication notes — the minimum kit to rebuild the result independently.

full text on request · research@axoquant.com