Systematic research.
Built on data.
We publish original macro and quantitative research on Asia-Pacific markets. Factor dynamics, FX carry, volatility regimes. Student-run, built on real data.
Recent publications.
New papers posted as they clear internal review.
Asia 2026: The Divergence Trade
Mapping the divergence across APAC monetary policy, growth trajectories, and risk premia.
The Great Rotation
Sector rotation and capital reallocation in APAC. Flow data, regime shifts, and where the weight is moving.
The ASEAN Reconfiguration
Supply chain rewiring, FDI shifts, and the new ASEAN industrial map post-decoupling.
Three desks, one process.
Research
Original macro and cross-asset research on APAC markets. Policy divergence, FX carry, equity factors, regime detection. All work published externally.
Read research →Quant
Signal generation, backtesting infrastructure, data pipelines. Python, pandas, internal tooling. We build what we need.
View dashboard →Markets
Daily coverage across APAC. Market color, idea generation, paper portfolio risk monitoring. We track what moves and figure out why.
See our work →Process.
Every paper starts as a thesis, survives stress-testing, and goes out only when the numbers hold.
Research
Find where the market is wrong. Start with a specific thesis, not a vague macro view.
Validate
Backtest against realistic conditions. If the edge dies under friction, we kill it.
Ship
Write it up, defend it internally, publish it externally. If the regime changes, we update.