https://quantsolvings.com/insights/ Research and articles on factor investing, portfolio construction and systematic equity processes, from Quant Solvings. en-us Mon, 13 Jul 2026 08:32:51 GMT 1440 https://quantsolvings.com/insights/free-portfolio123-claude-skill/ https://quantsolvings.com/insights/free-portfolio123-claude-skill/ Wed, 10 Jun 2026 00:00:00 GMT Download the free Portfolio123 Claude Skill: all 4,463 factors and 465 functions, the full REST API, and ready-to-run scripts. MIT licensed. https://quantsolvings.com/insights/dont-mix-value-momentum/ https://quantsolvings.com/insights/dont-mix-value-momentum/ Wed, 08 Apr 2026 00:00:00 GMT An empirical study on how combining value and momentum factors at the signal level can destroy the alpha that each generates independently. Published on SSRN. https://quantsolvings.com/insights/when-losing-less-is-the-right-answer/ https://quantsolvings.com/insights/when-losing-less-is-the-right-answer/ Thu, 01 Jan 2026 00:00:00 GMT A personal retrospective on running a systematic equity book through 2025: the decision to switch engines, the role of a benchmark hedge during the spring selloff, and one framing question that shaped every change to the playbook. https://quantsolvings.com/insights/lessons-from-a-trading-year/ https://quantsolvings.com/insights/lessons-from-a-trading-year/ Wed, 01 Jan 2025 00:00:00 GMT What a year of running stock-picking models and equity options on a small account taught me about position sizing, gamma management, model robustness, and a realistic risk framework. https://quantsolvings.com/insights/factor-timing-ml/ https://quantsolvings.com/insights/factor-timing-ml/ Sun, 28 Apr 2024 00:00:00 GMT A working paper proposing a machine-learning framework for dynamic factor allocation in equity portfolios, with out-of-sample validation across regimes.