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Quant Investing Lab

Research library

Research.

Original quantitative work. Backtests, methodologies, and primary analyses by John Bergerat.

What this library is

The research library contains original quantitative analyses written by John Bergerat. Every paper here is the product of John's own work: data sourcing, backtesting, statistical testing, methodology design, and writing.

Each paper states its assumptions, describes a methodology you could reproduce, and names what it does not test. Results are original to the Lab, not syntheses of secondary sources.

Coming soon

The first research papers are in preparation.

Average cadence: one to two research papers per month.

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Last updated: April 21, 2026