The Quant Ledger is a gold-led research desk. We publish work on the markets that price each other — only when it is ready. Methods named. Postmortems included.
Gold-led. Every book ingests through Parallax and clears the sameSentinel evidence bar — cost models, walk-forward, out-of-sample gates — before a word publishes. We list the books we actually research.
The deepest book on the desk — the reference implementation every other book is measured against.
Programs across tennis, golf, soccer, macroeconomics, and finance. Tennis runs an Elo baseline on ATP/WTA match contracts scored against market-implied probability, calibrated with Brier scores and reliability diagrams, and sized on net EV after Kalshi fees, spread, and slippage. Macro and finance run vintage-aware release clocks and Fed reaction-function framing over FOMC and the funds path, CPI, labor, GDP and recession odds, crude and housing, plus SPX, Nasdaq-100, USD/JPY, EUR/USD, the dollar index, 10-year Treasury and the 2s10s curve.
Spot market state from Coinbase, Kraken linear perpetuals with funding, open interest and mark-versus-index, and BTC and ETH threshold contracts.
Dollar-index and rate-differential framing across the euro, yen and sterling books, plus G10 daily-range event contracts.
Published when the week is ready — never on a schedule for its own sake. Members get the full archive; selected notes and every postmortem stay public.
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Sign in →Every note states what would prove it wrong before it states what it expects.
Data, venue, and vintage are cited through the Parallax feature registry so the work reproduces.
Sentinel scores every hypothesis with cost models and out-of-sample gates.
When a hypothesis fails, the postmortem publishes anyway.
One account for the desk — research drops, weekly briefings, and the archive. Sign in with a magic link or Google. No password to manage.
Educational research only · Not investment advice
