QUANT RESEARCH

DIVIDEND CAPTURE — MEDIAN RETURN % (BUY n SESSIONS BEFORE BOOK CLOSURE, SELL m AFTER)

RIGHTS ISSUES — MARKET vs THEORETICAL EX-PRICE

NEW LISTINGS — POST-IPO RETURNS (LAST 3Y)

SECTOR ROTATION BACKTEST — TOP-3 MOMENTUM SECTORS, MONTHLY REBALANCE

ML FORWARD-RETURN MODEL (GRADIENT BOOSTING, WALK-FORWARD)

trains a HistGradientBoosting model on ~150k rows of technical features, validated out-of-sample — click to run