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Reproducibility first
Every backtest publishes its data window, rebalancing rules, and parameter set. No undisclosed lookahead.
TheQuantKorea
An independent quantitative research desk.
TheQuantKorea publishes systematic research on Korean equity markets — factor strategies, machine-learning filters, and reproducible backtests. Every report ships with the methodology, the data window, and the assumptions, so the reader can replicate the result.
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Every backtest publishes its data window, rebalancing rules, and parameter set. No undisclosed lookahead.
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Strategies combine well-known factor signals with conservative ML filters. The math is on the page.
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KOSPI50 first. Liquid names, transparent disclosure regime, retail-accessible execution.