Research & Insights
ABX Capital Partners Asset Management views research as an ongoing, iterative process. We focus on understanding how signals behave through time, across regimes, and under different assumptions, rather than optimizing for a single backtest.
Data Quality & Preparation
Reliable data is foundational for any quantitative process. ABX Capital Partners invests significant effort in sourcing, cleaning, and validating datasets. This includes outlier detection, survivorship bias considerations, and adjustments for corporate actions where relevant.
Model Evaluation
We evaluate models with a focus on robustness, not just historical performance. This typically involves:
- Out-of-sample and forward-looking tests where possible;
- Scenario-based evaluations of how signals behave under different conditions;
- Sensitivity analysis to key assumptions and parameters;
- Consideration of implementation costs and liquidity.
Risk & Drawdown Analysis
In addition to summary statistics, we study path-dependent outcomes such as drawdowns, recovery periods, and clustering of volatility. The goal is to better understand how investors might experience a strategy over time.
Additional Reading
For a detailed overview of ABX Capital Partners' research philosophy and approach, review the firm overview (PDF).