Structural Alpha Quants: Performance Audit (2009–2024)
Abstract
This specification introduces a law-driven framework for systematic trading built on over six thousand deterministic 'Quant Laws'. Unlike traditional probabilistic models, this engine converts market structure itself into tradeable order, requiring no retraining across regimes.Empirical Validation (2009–2024): * Positive net returns produced in every regime (bull, bear, and transition). * Outperformance of passive benchmarks in all negative or sideways markets (2015, 2018, 2022) Proven capacity scaling to $5B and $40B notional while maintaining structural integrity.Commercial & Legal Notice: All core methodologies are secured under the Auburn Patent Family. The provided specification defines the architectural tiers (Macro, Meso, Micro); however, the specific law constants, operational code, and 'Structural Alpha Engine' implementation are REDACTED and available only under commercial license. Contact for Licensing or Institutional Integration: UncleBroFields@proton.me
Fields of Study & Subjects
Financial Markets and Investment Strategies
Stock Market Forecasting Methods
Financial Analysis and Corporate Governance
Publication details
- Journal / source
- Figshare
- Publication date
- 1 January 2026