MADOLabs
Research and development
Labs is open-ended research. We test before anything moves to production, and we publish the result as it came out.
- LAB-0412Not shipped
Does regime classification add anything over a volatility filter?
No meaningful out-of-sample difference. Did not ship.
- LAB-0398Shipped
Measuring the roll window's effect on execution slippage.
Clear, repeatable effect. Folded into the execution rules.
- LAB-0377Not shipped
Does deep book data anticipate overnight gaps?
Negative result. Published as it came out.
Two of three did not ship. Negative results are published as they came out — they save someone else the same path.
What it covers
- 01
Applied research
Specific questions with a hypothesis and an agreed measurement method set before starting.
- 02
Prototypes
Fast builds to test an idea, isolated from production systems.
- 03
Negative results
What did not work is documented and published — it saves others the same path.
Other arms