Research index
Notes, papers, and methodology.
Methodology open. Signals private. Working papers, regime commentary, and model post-mortems appear here as the work progresses.
More research in preparation.
Insider’s Notes
Short-form methodology pieces and commentary. Published between papers.
4 May 2026
Note
What we mean by ‘fractal markets’
A short primer on what Mandelbrot was actually saying about markets — and why the difference between Gaussian and L-stable returns shows up most in how we size, not in how we predict.
4 May 2026
Note
What Evrydiki actually does
The most direct description we can write of what we do, what we don’t, and why it matters. Liquid futures, a portfolio of systematic models, fractional-Kelly sizing under fat tails, and a strict line between methodology (open) and signals (private).
Subscribe
Receive new research.
We publish methodology notes, working papers, and regime commentary occasionally — not on a fixed schedule. Subscribe to receive an email when new research is published.