Scoring Methodology

To navigate the high-volume landscape of quantitative finance, thequant.space utilizes a dual-axis scoring framework. This system decomposes complex ArXiv research into two primary dimensions: Theoretical Complexity and Empirical Rigor.


The Classification Framework

1. Math Complexity

This metric quantifies the “theoretical overhead” required to parse the paper. We analyze the density of mathematical notation and the sophistication of the underlying machinery.

  • High Score (7–10): Heavy reliance on Stochastic Calculus, Partial Differential Equations (PDEs), bespoke optimization proofs, or advanced topology.
  • Low Score (1–3): Primarily descriptive statistics, high-level conceptual frameworks, or basic linear algebra.

2. Empirical Rigor

This metric assesses the “path to implementation.” We look for signals that the strategy has been stress-tested against the realities of the market.

  • High Score (7–10): Extensive backtesting on high-fidelity data (Tick-level, WRDS, Bloomberg), clear mention of transaction costs, and rigorous out-of-sample validation.
  • Low Score (1–3): Use of “toy” datasets, synthetic data, or purely logical derivations without historical verification.

Strategic Quadrants

By plotting these scores, we categorize research into four distinct strategic “vibes.” This allows you to filter papers based on your current objective—whether it’s deep R&D or immediate alpha generation.

QuadrantDesignationStrategic Utility
High Math + High RigorHoly GrailInstitutional-grade research. Validated theory ready for sophisticated production environments.
High Math + Low RigorLab RatsThe “Research Frontier.” Highly innovative math that lacks empirical testing—high potential for “hidden” alpha.
Low Math + High RigorStreet TradersApplied Alpha. Robust, data-driven strategies that prioritize execution and simplicity over theoretical flair.
Low Math + Low RigorPhilosophersMarket Meta-Analysis. Conceptual frameworks and “think pieces” that shape broad market perspectives.

Current Library Distribution

QuadrantDensityPrimary Sources
Holy GrailJ. of Finance, Quant. Finance
Lab RatsArXiv (Math.OC, Stat.ML)
Street TradersIndustry Whitepapers, SSRN
PhilosophersCommentary, Meta-Research

The Strategic Map

Pro-Tip: Identifying “Alpha Clusters” Watch for clusters in the Lab Rats quadrant. These represent theoretical breakthroughs that have not yet been commoditized by the broader market. Bridging the gap from Lab Rat to Street Trader is where individual quants find their edge.


Disclaimer: Scoring is performed via automated semantic analysis. If you believe a paper has been misclassified, please open an issue.