Pure Math Trading Lab
Signal processing and statistical physics applied to ASX price series:
a Baum–Welch hidden Markov model for market regime, Kalman-filtered trend,
Fourier spectral analysis, Hurst/DFA long-memory exponents, and
Marchenko–Pastur random matrix theory for separating real correlation from
noise. Method notes in docs/PUREMATH_RESEARCH.md.
Read this before trusting anything below.
Every backtest here carries a deflated Sharpe ratio — the probability the
result survives once you account for how many strategy variants were tried
(Bailey & López de Prado). A beautiful equity curve with a low DSR is luck, not
skill, and the table says so in plain English. Renaissance's edge came from
high-frequency data, execution infrastructure and leverage that daily Yahoo bars
cannot reproduce — what transfers is the method and the discipline, not the returns.
Research tooling, not financial advice.
Model workbench — run any model on any stock
Market-wide panel not computed yet. Run
docker compose exec web python manage.py refresh_puremath.