5408 papers from arXiv and SSRN, each scored for math complexity and empirical rigor, distilled into a visual flowchart — so you can judge in 30 seconds whether a paper is theory, evidence, or noise. How scoring works →
The strongest of the last 30 additions, ranked by rigor-weighted score.
Expectiles are the only law-invariant risk measures that are both coherent and elicitable. Unlike Conditional Value-at-Risk (CVaR), however, they do not admit a Rockafellar--Uryasev representation that admits tractable …
Regulated credit scoring requires scores monotone non-decreasing in every exposure input. Deployed pipelines -- hand-crafted monotone aggregates feeding sign-constrained gradient boosting -- already meet this by …
Correlation matrices combine nonlinear positive-definiteness constraints with a simultaneous row-column permutation symmetry. Their generation therefore involves two distinct problems. First, every output must remain on …
I study how intermediary liquidity affects mortgage resolution using 1.9 million Ginnie Mae buyout options from 2019 to 2022. When funding markets froze in 2020, nonbank issuers repurchased far fewer delinquent loans …
Papers scoring 8+/10 on empirical rigor — real data, real backtests, implementation detail.
Holy Grail Rigor 8.5
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Oct 9
Holy Grail Oct 9
Holy Grail Oct 9
Holy Grail Oct 9
Holy Grail Oct 9
Holy Grail Oct 9
Data → storage → backtest → deploy, with costs
Method notes that moved a headline 46.8% → 30.9%
Is your best backtest luck? DSR, PSR, minimum track record
What variance does to identical edges
GB/day, storage tiers, and feed cost for your universe
Buy vs. rent the GPU, with your numbers
Turnover × cost × impact: net Sharpe and the 2× stress
The AUM at which the edge equals the impact
How much of Kelly to bet on an estimated edge
The leverage path, the gap, and the turnover bill
Survivorship handling beats price
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