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Notes on market phenomena, implementation work, and the evidence trail behind Nimloth strategies.

September 23, 20261 min read

Putting the data to work

A live snapshot of the performance of all momentum factors across the world.

datamomentumglobal equities
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September 13, 20263 min read

From end to end

Nimloth Capital is a project that fits in 6 boxes, which span the whole work of systematic investing: Data, infrastructure, research, risk, optimization, and trading.

personalresearch
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Nimloth Capital

Independent quantitative research and engineering.

Markets / systems / evidence2026