BetterQuants is an independent research desk for systematic and quantitative investing. We write for practitioners — people who trade their own capital or build the infrastructure that does. Our brief is narrow on purpose: backtesting, factor investing, portfolio construction, risk management, and the Python tooling that holds it all together. We do not chase tip-sheet stories, we do not run a Discord, and we do not promise you alpha you can copy off a screen.
Every numerical claim we publish is sourced or attributed to our own testing. When a strategy stops working in retail size, we say so. When a backtest is contaminated by survivorship bias, look-ahead, or overfitting, we flag it before we publish the chart. We treat education and open methodology as the product — if you can reproduce our results in your own notebook, we have done our job. If you cannot, please email us and tell us where we got it wrong.
BetterQuants is editorial; the byline is “we.” Reach out at /contact.