Vasilis Kotopoulos

Systematic Alpha Researcher

A multi-asset research book, under incubation.

Eight price-only sleeves across equities, bonds, commodities, and BTC — combined equal-weight, with modelled costs, a six-test robustness battery, and live shadow monitoring. This page is a case study in process, not a live track record.

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Preview · noindex · hypothetical backtests through 2025-09-30

Incubating book

OHLCV-only equal-weight sleeve book

Compact summary on the card. Open details for metrics, robustness, sleeves, and the equity path.

How this was built

Research → robustness → shadow

  1. OHLCV-only sleeves

    No alternative-data feeds in this book — only price history across liquid names.

  2. Equal-weight, costed

    Fixed 1/N capital slots with modelled fees, slippage, and book turnover.

  3. Six-test battery

    Costs, leave-one-out, walk-forward, regimes, weights, and execution lag.

  4. Shadow incubation

    Rules frozen; signals watched live without allocating capital.

Next

Discuss research process or a fractional engagement

Open to fractional quant work and full-time roles.

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