Welcome to TheQuantKorea

This is the first note from TheQuantKorea — a small, independent research desk focused on the Korean equity market.

What this site is

A working journal of factor strategies, machine-learning filters, and reproducible backtests on KOSPI50 and adjacent universes. Each post will publish:

• the data window and source,
• the rebalancing rules and portfolio construction,
• the parameter set and any tuning windows,
• the assumptions about cost, slippage, and capacity.

The goal is reproducibility, not predictions.

What to expect monthly

A monthly signal note covering the KOSPI50 factor + ML filter portfolio, with the next month's positions and a short commentary on the regime.

What this site is not

Not investment advice. Not a service. Not a brokerage. Everything here is research-grade material published for educational purposes.

Welcome.