Lach Quant Research publishes independent quantitative research into trading strategies using systematic historical testing and statistical analysis. Visitors are welcome to explore the research, and Research Membership provides access to the complete research library and interactive dashboards.
Get notified when new strategy tests, reports, and datasets are published. No marketing. Just research.
This website is currently under development. Research dashboards, datasets and performance metrics are still being reviewed and validated. All information is provided for research and educational purposes only and should not be considered financial advice.
A comprehensive investigation into EMA crossover trading systems across multiple strategy variants and multiple timeframes using historical market data.
Systematic testing of RSI-based trading strategies across multiple variants and timeframes.
Testing Historical Data...
Investigation of Bollinger Bands reversion and breakout strategies.
Parameter Optimisation...
Comprehensive evaluation of MACD indicator strategies.
Every research project follows the same consistent process to ensure transparency and reproducibility. Trading ideas are tested over historical market data using objective rules, and the complete research is published for others to explore. The purpose is not to prove or disprove a strategy, but to document the historical results in a consistent and transparent manner.
Trading ideas are sourced from publicly available books, academic literature and commonly discussed market techniques.
The published strategy rules are translated into objective trading rules before historical testing begins so they can be applied consistently.
Each strategy is tested over historical market data across multiple Forex currency pairs using the same systematic backtesting framework.
Historical trades, performance metrics and interactive dashboards are generated directly from the backtesting results. The research reflects the historical testing outcomes without modification.
The completed research is published for others to explore. Visitors are welcome to examine the historical results, interactive dashboards and supporting information, and draw their own conclusions.
I'm an independent quantitative researcher. I test trading strategies, indicators, and market hypotheses against historical data.
My approach is straightforward: formulate a hypothesis, collect data, backtest rigorously, analyse the results statistically, and report findings honestly — regardless of whether they confirm or refute the original idea.
Lach Quant Research exists to replace assumptions with evidence.
This website is currently under development. Research pages, strategy dashboards, datasets, and performance metrics are still being reviewed and checked for accuracy.
The information presented is provided for research and educational purposes only. It should not be considered financial advice, trading advice, or a recommendation to buy or sell any financial product.
Backtest results are based on historical market data and may contain errors while final verification is being completed. Past performance does not guarantee future results.
By entering this website, you acknowledge that you are viewing the information at your own discretion.