01 / Contact
Talk strategy —
or watch the live tape first.
Research or development discussions, strategy or system collaboration — start with an email or a WeChat message; the live dashboard is coming soon.
WeChat ID
TylerDurden168
Please mention your purpose plus "GRayQ" when adding, e.g. "quant discussion GRayQ".
02 / About
Finding time and space
in prices and information.
GRayQ is an independent quantitative strategy research studio: we research factors and models, and turn them into executable, verifiable trading systems.
This is a personal quantitative research studio. Every report and every equity curve published here comes from genuine research — and anyone is welcome to verify them. The five principles below are its foundation.
01 /
Reproducible, and auditable
Every report states its data conventions, fee and slippage assumptions, rebalance frequency and instrument pool — anyone should get the same results under the same conditions; live records keep original statements and equity curves, no cherry-picking, no beautifying. Any number we claim, we can back with evidence.
02 /
AI + Quant Research
Machine learning and LLMs amplify research throughput — factor mining, signal blending, LLM-driven unstructured-data processing, system building. But AI only supplies efficiency; correctness is still decided by strict verification.
03 /
All-weather portfolio
A single asset's bull and bear cycles can't be predicted; cross-asset risk allocation doesn't have to be. Equities, bonds and commodities each play their part, so the portfolio always has an engine contributing returns — in any macro regime.
04 /
Alternative data & strategies
There is information beyond price — fund flows, positioning, sentiment, on-chain data — and strategies beyond candlesticks: arbitrage, cross-section, event-driven. Research shouldn't stop at market data.
05 /
Risk control comes first
Return/drawdown ratio and maximum drawdown are the primary metrics; returns are a by-product of that discipline. Survive first — then compound.