About
Systematic strategies. Academic methodology. Statistical rigor.
Axis Technologies LLC was founded in 2026 to apply quantitative methods to investment research and financial analysis. We develop systematic strategies across equities, ETFs, and options, with a focus on statistical rigor and out-of-sample validation.
Our work is rooted in peer-reviewed academic research. Strategy development begins with published findings in factor models, momentum, statistical arbitrage, and post-earnings drift. We then test each implementation against realistic transaction costs, survivorship bias corrections, and multiple-testing adjustments before considering it for deployment.
What We Focus On
Systematic Strategy Research
Momentum, mean-reversion, post-earnings drift, and volatility arbitrage strategies. Each implementation is validated through walk-forward backtesting with anti-overfitting controls before consideration.
Financial Modeling and Valuation
Discounted cash flow analysis, comparable company screening, WACC sensitivity modeling, and three-statement financial models constructed from SEC filings.
Risk Management
Kelly-criterion position sizing, drawdown controls, regime-aware allocation, and real-time portfolio monitoring across multiple strategy allocations.
Quantitative Screening
Earnings quality, free cash flow yield, and relative valuation metrics across equities and ETFs. Screens are built in Python with automated data pipelines.
Principles
Realistic cost modeling
Every backtest includes transaction cost models calibrated to historical spreads and market impact. The backtesting engine requires a cost configuration to run.
Full trial transparency
A registry tracks every strategy tested. Sharpe ratios are deflated for the total number of trials, not reported from the best run.
Chronological data access
Data access is gated to prevent lookahead. Features are computed using expanding or rolling windows only. Future information cannot leak into signals.