Machine Learning & Investing · Academic Research
When does deep momentum work?
An academic study of LSTM momentum across market eras: when learned position signals add value, when they fail, and what model diagnostics reveal.
The research library
Questions worth investigating.
Academic studies, research notes, analytical methods and ongoing investigations. Connecting mathematical finance, financial data and the practical questions behind investment decisions.
10 publications
Research publications
Mathematical Finance · Academic Research
Yield curve geometry and regime-aware investing
An exploratory mathematical-finance framework connecting yield-surface geometry with the choice of fixed-income exposures, including the limits of synthetic backtests.
Funds & Managers · Methods & Models
Measuring the decisions behind fund performance
Connect changes in reported portfolios with subsequent returns and drawdowns. An introduction to the research models used in Portugal Funds.
Market Dynamics · Research Agenda
Volatility, liquidity and price dynamics
Exploring how changes in implied volatility and liquidity conditions relate to abrupt price movements. An introduction to an ongoing research direction.
AI & Technology · Research Note
From financial documents to connected research
Building financial applications that connect fund documents, structured data and analytical workflows while preserving the evidence behind the answer.
Risk & Methods · Research Note
Evaluating Risk in Fund Structures: A Framework for Informed Capital Allocation
Risk assessment beyond volatility — how structural risk shapes investment outcomes. Risk analysis should begin with structural characteristics, not just historical return metrics.
Funds & Managers · Research Note
Portugal as a Gateway to European Diversification: Structural Considerations for Investors
Understanding how Portuguese fund structures fit within broader capital allocation strategies. Portugal often functions as an entry point to European private markets, not merely a residency jurisdiction.
Risk & Methods · Research Note
How We Evaluate Investment Funds: Structure, Incentives, and Risk
A framework for analysing private market funds beyond marketing IRRs. We examine the structural, governance, and incentive dimensions that shape long-term fund outcomes.
Risk & Methods · Research Note
Why IRR Is Not Enough
Understanding the limitations of headline performance metrics in private equity. IRR is widely used but frequently misunderstood — and can be actively misleading.
Portfolio Construction · Research Note
Portfolio Construction for Illiquid Allocations
Pacing, liquidity management, and uncertainty in long-term capital deployment. How to think about building a portfolio when your capital is locked up.
Research. Methods. Applications.
What are you working on?
Discuss investment research, capital-raising support or a financial application.