Alexander Hines · Systematic Equity Research Platform
Signal → point-in-time data → construction → execution, as one loop.
An independent, end-to-end quantitative equity platform: billions of rows of point-in-time market data, a fenced signal-research program, and a paper-execution lane that measures its own fills against the official market print. Its defining discipline is adversarial self-invalidation — every headline result is assumed wrong until it survives leakage, selection, cost, and forward tests.
The honest performance ladder
Candidate META book (26.1% CAGR) before modeled implementation costs — the ceiling the raw search produced.
A look-ahead leak was found in the dominant sleeve — a third of its selections existed only through it. The headline was suspended, not adjusted.
Pre-registered P1 book: ~1.40 before / 1.05 after modeled costs (1.07 holdout). Clears the registered ≥1.0 bar.
The stronger candidate is under live paper test. Execution cost — not alpha — is the binding uncertainty.
Sharpe figures are annualized, hypothetical/backtested, pre-tax, and shown before vs after conservative modeled implementation costs (trading, spread, borrow). No live-capital track record is claimed. The asset here is the arc — strong generation, rigorous gating, honest survivor — not any single number.
Engineering scale — point-in-time data infrastructure
OptionMetrics contract-rows ingested, 0-delta vs source (139 GB)
TAQ auction cross-prints, 2003–2026, field-validated
point-in-time (bitemporal) data contracts, leak-tested
catalogued WRDS table-families (115,409 relations mapped)
row delta across 4 mid-pull reconnects — reconnect-hardened ingestion
Engineering
Production data infrastructure
Memory-safe, resumable, reconnect-hardened pipelines; a self-generating coverage catalogue; a governed redaction chokepoint behind this very page.
Explore the stack →Execution
Fills vs the official print
47 real paper fills reconciled field-by-field against official auction crosses; a +116 bp routing defect diagnosed; cost-stressed Sharpe 0.68 → 1.36.
See the cost bridge →Research
Falsification as method
DSR, purged CV, sealed holdouts, cross-regime IC, pessimistic-cost scoring across ~11,300 recorded looks — and suspension of contaminated 1.2–1.45 headlines.
Read the gates →Live paper record — forward validation
Paper NAV
Live Sharpe
Registered anchor
Drawdown kill line