Research & insights

Research must be reproducible to be useful.

Discover the public scientific work, methodological notes and quantitative investigations developed through Alpha Stochastic Research.

NOETHER MERIDIAN / QUANTITATIVE STRATEGIESOTTAWA · Deneen L Treble / Pexels
Research pillars

Evidence that can be revisited.

A selection of research themes rather than a fabricated list of completed commercial engagements.

01 / EMPIRICAL FINANCE

Systematic strategy research

Signals, backtests, hypotheses, null models and reproducible empirical analysis.

Research library
02 / RATES & RISK

Fixed income & derivatives

Yield curves, pricing sensitivity, stochastic modelling, scenario analysis and validation.

Explore ASR services
03 / COMPUTATIONAL FINANCE

Open research engineering

Scientific software, experiments, numerical methods, simulation and reproducibility tooling.

Explore GitHub
Scientific research

Good questions deserve
reproducible answers.

Research should document not only what worked, but which assumptions matter and where a method might fail.

Discuss a research collaboration
NOETHER MERIDIAN / EDITORIAL PERSPECTIVESOTTAWA · Deneen L Treble / Pexels
Alpha Stochastic Research

A dedicated home for the research community.

ASR continues to host its publications, training, researchers and private team workspaces. This new corporate website links to that established ecosystem; it does not replace it.

Go to ASR
Research & insights

Ideas.
Methods.
Evidence.

HAMILTON · Andre Portolesi / Unsplash
Research collaboration

Work on the questions that matter.

We welcome well-defined research questions, independent scrutiny and serious quantitative collaborations.

Discuss a project
OTTAWA · Deneen L Treble / Pexels