Research2026-07-21
From Signal Noise to Actionable Alpha in 180ms
How multi-horizon embeddings and event weighting improved short-window conviction by 23%.
Insights
Research and perspectives from Quantarp
Actionable intelligence on market structure, execution strategy, and AI-native financial systems.
Engineering2026-07-15
Building Trustworthy AI for Institutional Trading
A practical guide to model governance, guardrails, and explainability in low-latency systems.
Market Intelligence2026-07-08
Regime Shift Playbook: Detecting Liquidity Fractures Early
Patterns and thresholds that signaled fragmentation events across equities and derivatives.