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MeanyDeanyQuantitative Research Systems

MeanyDeany · Quantitative Research Systems

Volatility, validation, and evidence that can survive inspection.

A public quantitative research program spanning financial econometrics, immutable evidence pipelines, and reusable research infrastructure.

Explore the research systemRead the methodology
Identity
MeanyDeany
Focus
Volatility · validation · evidence
Method
Time-respecting and auditable
Boundary
Research only

Flagship system

BTC Futures Research Assistant

The current public research infrastructure turns statistical volatility forecasts into inspectable evidence without crossing into strategy approval or execution.

Current public research infrastructure

A deterministic BTCUSDT research pipeline for model fits, hourly forecast states, forward outcomes, immutable provenance, and integrity monitoring.

Model evidence remains descriptive. The system provides no entry permission, short permission, leverage sizing, execution connection, or investment advice.

Inspect the evidence pipeline
Evidence
Append-only event ledgers
Models
GARCH family · HAR-RV
Validation
Forward outcomes after horizon close
Authority
No execution or permission role

Research lineage

From diagnostics to reusable evidence systems

The program develops through connected questions rather than disconnected project cards. Each stage keeps its original provenance and claim boundary.

  1. 01
    Earlier time-series research

    Bitcoin bubble diagnostics

    GSADF testing established a first discipline: statistical detection must remain separate from market recommendation.

  2. 02
    Academic financial-econometrics foundation

    Volatility-regime filtering for NQ and ES

    The MSc thesis treated EGARCH as volatility-conditioning context rather than a directional predictor.

  3. 03
    Current public research infrastructure

    BTC evidence infrastructure

    The flagship system records model fits, forecast states, forward outcomes, provenance, and integrity review as distinct evidence stages.

  4. 04
    Future multi-asset research direction

    Unified multi-asset research framework

    The next research direction is reusable validation architecture across assets, with factual scope labels kept separate from operational claims.

Current research scope

Scope labels, not live operational states

These labels describe the public research program's present and planned coverage. They do not report live market, model, server, or execution status.

01
BTCUSDT
Current research infrastructure
02
NQ / ES
Academic foundation
03
SPY / QQQ
Controlled data-trial scope
04
Gold
Planned commodity research

Research architecture

A traceable path from observation to review

Each stage has one bounded responsibility, preserving the distinction between factual inputs, model output, later outcomes, and integrity decisions.

  1. 01

    Market Data

    Completed observations with explicit source identity

  2. 02

    Input Construction

    Time-aligned inputs with no silent repair

  3. 03

    Model Fits

    Narrow statistical specifications and frozen provenance

  4. 04

    Forecast States

    Descriptive model evidence without permission semantics

  5. 05

    Forward Outcomes

    Outcomes appended only after the horizon closes

  6. 06

    Integrity Review

    Duplicates, references, freshness, and failure states inspected

No lookahead repairNo retrospective rewritingNo model-to-permission shortcutNo execution authority

Bounded findings

What the research record currently supports

These statements preserve uncertainty and model-role limits. They are research findings, not trading instructions.

  1. 01

    EGARCH was studied as a volatility-conditioning layer, not a direction predictor.

  2. 02

    Its point estimate exceeded GARCH and GJR-GARCH in a pre-OOS comparison, but the difference was not statistically decisive.

  3. 03

    HAR-Jump survived as a defensive risk-context candidate, not an entry signal.

  4. 04

    Evidence integrity and operational reliability became part of the research methodology.

Research record

Papers and methodology

Academic papers

Original thesis and seminar-paper PDFs with their project context.

Open papers

Research methodology

Time-respecting construction, narrow model roles, robust comparison, and visible failure states.

Read methodology

Research correspondence

Questions, critiques, and technical correspondence

Correspondence about the public research program, its methodology, or professional applications of auditable quantitative research is welcome.

Public research identity: MeanyDeany

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