About Lach Quant Research
Independent quantitative research.
Openly shared.
Lach Quant Research began with a simple question:
"Do popular trading strategies actually perform the way they're often claimed to?"
Like many people, my interest in financial markets didn't begin in academia.
It began with curiosity.
I became interested in probability and statistics through sports betting, which naturally evolved into trading, then algorithmic trading, and eventually into a much deeper interest in mathematics, statistics and quantitative research.
Rather than relying on opinions, screenshots or isolated examples, I wanted to objectively test trading ideas using historical market data and publish the results for others to explore.
Lach Quant Research is where I document that work.
About Me
My name is Chantelle.
I am a civil engineer, quantitative researcher, algorithmic trader, and I am currently completing a Master of Science in Mathematics and Statistics with a research focus in Quantitative Finance.
Before moving into quantitative research, I spent several years working as a civil engineer on major infrastructure projects across Australia and the United Kingdom.
Engineering taught me the importance of structured thinking, evidence-based decision making and disciplined problem solving — principles that continue to shape the way I approach financial markets today.
As my interest in trading grew, I became increasingly interested in understanding why strategies appeared to work, rather than simply whether they had worked recently.
That curiosity led me into algorithmic trading, programming in Python, statistical analysis using R, and ultimately postgraduate research focused on model validation, robustness testing and systematic trading strategies.
Why I Built This Website
The internet is full of trading ideas.
Some are supported by careful research.
Many are supported only by isolated examples, screenshots or personal opinions.
Rather than debating whether a strategy works, I wanted to test it.
Every research project on this website applies a consistent historical backtesting process to publicly available trading strategies.
The complete historical results — including trade history, performance metrics and interactive dashboards — are then published exactly as they were tested.
The objective is not to prove that a strategy works.
The objective is to make the historical evidence available so visitors can examine the research and draw their own conclusions.
Research Philosophy
I believe research should be transparent.
That means:
- publishing both positive and negative findings;
- documenting the methodology used;
- avoiding exaggerated performance claims;
- acknowledging the limitations of historical testing; and
- allowing readers to interpret the evidence for themselves.
The complete research library, historical backtesting results and interactive dashboards are freely available to all visitors.
Nothing published by Lach Quant Research should be interpreted as financial advice or a recommendation to trade.
Looking Ahead
Lach Quant Research is intended to become a growing library of independent quantitative research covering trading strategies, technical indicators and systematic approaches to financial markets.
New research projects will continue to be added as they are completed.
Whether a strategy performs well or poorly, the goal remains the same:
"Less hype. More evidence."