Independent research

Methods over hype.

Research is most useful when its question, process and limitations are clear. Explore the public repositories and the published summary of private FOVR work.

Quantitative equity research
Private project

FOVR Quant Engine

An independent framework connecting multi-factor equity signals, portfolio construction, risk controls, trading-cost modeling and execution design.

The code and full methodology are private. Its LinkedIn chart presents modeled historical results, not audited or live performance or evidence of future returns.

Quantitative research
Exploratory

BTD-index

An asset-ranking framework combining valuation, momentum, market sentiment, quality and risk measures to explore buy-the-dip ideas.

Its scores are research signals, not buy recommendations or evidence of future returns. Review the data and methodology before using the demo.

Energy markets
Completed experiment

helix-factor-screen

A study of relationships among energy equities, commodities and sector factors using rolling analysis and out-of-sample checks.

The repository documents hypotheses that did not support a live strategy. A negative result can still help others understand the limits of an approach.

Commodity research
Working paper

Coffee weather research

A research pipeline studying whether heat and drought measures in Brazil's Arabica-growing regions help explain coffee-futures behaviour.

The repository documents identification limits and backtest caveats. Its historical results are not a claim of tradable alpha.

Backtesting tools
Experimental

Swift-Quant

A Python walk-forward backtesting engine for selected crypto spot and perpetual markets, with trading costs, funding, concentration controls and reporting.

Requires the reader's own market-data input. A backtest is a research exercise, not evidence of future returns or a live trading service.