Forecasting
Robust Forecast Rank Ensemble
Ensemble forecast route reviewed across medium-horizon ranking evidence and stability constraints.
Systematic equity / cross-asset / derivatives
Guerrieri Capital Ltd
Systematic Investment Research & Infrastructure
Portable research infrastructure built to source, test, reject, monitor, and scale systematic strategies.
Systematic research only matters if it survives implementation.
Guerrieri Capital Ltd is built around that standard: disciplined data, repeatable signal testing, portfolio construction, attribution, and risk monitoring.
The objective is to move research from idea to live-capital-ready process, with clear evidence, clear constraints, and no public disclosure of positions or recommendations.
Live implementation
Research-to-implementation workflow used in live institutional mandates
Official attribution
Official attribution evidence of material return contribution
Scale context
£120m+ live mandate context linked to implementation work
Portable infrastructure
Signal research, PIT discipline, exposure control, monitoring
Latest research notes
Latest research notes
Forecasting
Forecast Momentum Rank
Momentum-style forecast evidence with implementation review for signal retention and monitoring.
Forecasting
Drift Mean Forecast Rank
Drift-aware mean forecast route for research comparison across horizon and ranking diagnostics.
Risk / volatility
Volatility Upshift Risk Rank
Volatility-state route used for defensive context, risk review, and exposure monitoring discipline.
Relative value
Half-Life Gated Pair Reversion Rank
Pair reversion route filtered by spread half-life evidence and execution-sensitive persistence checks.