Insights

Research & Technical Analysis

Deep-dives into quantitative finance, AI engineering, market microstructure, and autonomous systems from the Neuground research team.

Quantitative Finance

Statistical Arbitrage with Market Regime Detection

How adaptive regime-switching models improve mean reversion strategy performance by dynamically adjusting position sizing and entry thresholds based on detected market states.

15 Jan 202512 min read

AI Research

Automating Financial Research with Large Language Models

Building agentic research systems that combine LLM reasoning with structured financial data to generate investment hypotheses and validate them against historical evidence.

8 Jan 20259 min read

Agentic Systems

Multi-Agent Architecture for Systematic Trading

Designing autonomous agent systems where specialised sub-agents handle signal generation, risk management, execution, and monitoring within a unified trading framework.

20 Dec 202415 min read

Machine Learning

Transformer Models for Financial Time-Series Forecasting

Evaluating attention-based architectures against traditional statistical models for multi-horizon price prediction across equities and cryptocurrency markets.

12 Dec 202411 min read

Algorithmic Trading

Alternative Data Sources for Alpha Generation

Systematic approaches to incorporating satellite imagery, social sentiment, and web-scraped datasets into quantitative trading strategies with appropriate signal decay analysis.

5 Dec 202410 min read

Data Science

Real-Time Anomaly Detection in Financial Data Pipelines

Building streaming analytics infrastructure that identifies market microstructure anomalies, data quality issues, and potential trading signals in sub-second latency.

28 Nov 20248 min read

Forecasting

Machine Learning Approaches to Housing Market Prediction

Combining macroeconomic indicators, spatial data, and gradient-boosted models to forecast residential property price movements across Australian metropolitan markets.

20 Nov 202413 min read

Machine Learning

Portfolio Optimisation via Deep Reinforcement Learning

Training policy gradient agents for dynamic portfolio rebalancing that adapts to changing market conditions while respecting transaction cost and turnover constraints.

12 Nov 202414 min read

Market Analysis

Order Flow Analysis and Market Microstructure

Extracting predictive signals from order book dynamics, trade flow imbalances, and volume-weighted execution patterns for short-horizon alpha strategies.

5 Nov 202410 min read