Research first. Evidence before claims.

Our work connects historical analysis with ongoing paper-trading evaluation, examining how investment ideas behave beyond the backtest. We value reproducible research, clear assumptions, and an honest account of both results and limitations.

How we work

• Quantitative research. Every strategy starts as a hypothesis tested on historical data. Ideas that fail their own test are recorded and closed rather than tuned until they pass.
• Systematic strategies. Positions follow written rules. The rules decide; conviction does not change position size.
• Portfolio construction and risk management. Strategies share one portfolio risk budget in fixed proportions, re-applied before every session, with pre-trade checks and a daily reconciliation against the broker. Investment Approach & Risk.
• Paper-trading evaluation. Since 2026-06-29 the portfolio has traded every session on a simulated brokerage account with real fills at real prices and no capital at risk. Any result we publish is labelled BACKTEST or PAPER, never mixed. There is no live track.

Disclosure

Quantcore Labs does not provide investment advice and does not manage client assets. Nothing on this site is an offer or a solicitation. All performance shown is either backtested or from a simulated (paper) account and is not indicative of future results. Paper performance has limitations: it does not reflect the impact of real capital on market prices or the full cost of trading. Backtested results are hypothetical, are generally prepared with the benefit of hindsight, and do not reflect actual trading.

Contact →