Trade like an
institution.
Institutions don't trade on conviction, they trade on data that holds when conviction breaks. Aureon brings that approach to retail: strategies you've tested yourself, rules with evidence behind them, and numbers your psychology can lean on when the market turns against you. That's the difference between trading and guessing.
01 — the way out
See why you've been losing
Teardowns of real strategies: the hypothesis, the test, the costs, the failure modes. Once you've seen how an edge is actually verified, you stop trusting anything that isn't, including most of what you've been sold.
cost: free
Test instead of guess
Notebooks, checklists, and templates. The working files behind the articles. Audit any strategy before it costs you money, and run your own backtests without the classic mistakes.
fmt: ipynb / pdf / md
Learn it in sequence
The free dispatch delivers each piece as it ships, in order, building from "why indicators aren't edges" to running your own research process. No schedule filler.
cost: free
Go all the way down
For readers done with surface content: the complete writeups, runnable research notebooks, and every resource unlocked the day it ships.
sig: paid tier
02 — what you'll learn to build
- vol
- 11.8
- sharpe
- 1.34
- hit rate
- 54.1%
03 — latest output
all articles →Anatomy of a Cross-Sectional Momentum Strategy
A full teardown of a weekly-rebalanced cross-sectional momentum book: signal construction, portfolio formation, cost model, and the two regimes where it loses money.
Volatility Targeting: What the Backtests Don't Show
Vol targeting improves Sharpe in nearly every published backtest. In practice it is a bet on vol clustering — and the estimator you pick matters more than the target you set.
A Working Checklist Against Backtest Overfitting
Twelve checks run against every backtest before it earns capital: deflated Sharpe, parameter plateau tests, walk-forward degradation, and the boring ones that catch the most errors.