“Empowering Trading through Data Science, Mathematics, and Physics.”
Introduction
Welcome to MLS Trading, a research-oriented initiative focused on the implementation, evaluation, and validation of quantitative trading strategies derived from academic literature.
We bring together individuals with backgrounds in data science, mathematics, and physics to bridge the gap between theoretical models and real-world market behavior through disciplined backtesting,empirical analysis, and systematic experimentation.
Core Highlights
-
Trading strategies are derived from peer-reviewed academic research and implemented with careful attention to model assumptions and known limitations.
-
All strategies are evaluated using structured backtesting protocols, including out-of-sample testing, realistic execution assumptions, and comprehensive risk metrics.
-
Research outputs are reviewed collaboratively to identify sources of overfitting, model fragility, and sensitivity to market regimes.
-
Transaction costs, liquidity, slippage, and inventory risk are explicitly incorporated to avoid overly optimistic performance results.