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Can You Beat the Market by Trading a Japanese Accounting Habit?
[WITH CODE] A 20-year structural backtest of the Gotobi anomaly and the Tokyo TTM Fix in USD/JPY.
9 hrs ago
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Recent Academic Research
Bond market-making toxicity, retail liquidity provider dynamics, monetary policy leverage cycles, and compounding volatility drag boundaries
Jun 6
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Can Prediction Markets Beat the Pros?
[WITH CODE] A statistical backtest of whether Kalshi can forecast economic data better than professional surveys.
Jun 4
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Alpha in Academia
6
May 2026
Recent Academic Research
Navigating Market Noise: How Portfolio Rules, Media Asymmetry, Cost Filters, and Political Rhetoric Shape Modern Investing Strategies
May 30
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Alpha in Academia
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Renewable Momentum and Forecast Decoupling in Power Markets
[WITH CODE] Building a Conditional Alpha Model with Wind and Load Velocity Signals
May 28
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Alpha in Academia
4
Recent Academic Research
Algorithmic retail distortions, fiscal communication premiums, global attention saturation boundaries, and large language model predictive biases
May 23
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Why Knowing When the Market Trades Matters More Than You Think
[WITH CODE] Using the SPAR Model for Intraday Volume Forecasting
May 20
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Alpha in Academia
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Recent Academic Research
An exploration of the hidden structural, behavioral, and technological mechanisms driving market liquidity, risk management, and price formation.
May 16
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Convergence and Volatility in Power Markets
[WITH CODE] Exploring the convergence of Day-Ahead and Real-Time prices.
May 14
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1
Recent Academic Research
Earnings volatility mechanics, emerging market green bond premiums, AI agent predictive accuracy, and global credit risk contagion
May 9
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When January Speaks, Does the Bond Market Listen?
[WITH CODE] Exploring another seasonal anomaly in the U.S. equities market
May 7
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Alpha in Academia
5
Recent Academic Research
The inevitability of stock market bubbles, news sentiment analysis with AI, risk factors in crypto, and a new narrative factor for equities
May 2
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Alpha in Academia
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