US Markets — Daily Quantitative Research & Signal Analysis
- Post-close signal dashboard scoring 180 liquid US equities daily
- Quantitative research papers on microstructure and portfolio theory
- Market data snapshots, sector analysis, and financial news
About QuantMedia
QuantMedia is an independent quantitative research platform covering US market microstructure, algorithmic trading infrastructure, and portfolio optimization. The platform publishes open-access research papers with full Python implementations, a post-close signal dashboard scoring 180 liquid US equities daily, end-of-day market data across equities, forex, and commodities, and a categorised daily digest of market headlines from global newswires.
What We Research
Research topics span VPIN order flow toxicity, Hierarchical Risk Parity portfolio construction, the Probabilistic Sharpe Ratio for backtest validation, GPU-accelerated trading infrastructure, bid-ask spread microstructure, slippage and latency modeling, genetic algorithm alpha discovery, and alternative data integration. All research is independent, non-commercial, and provided for educational purposes.
Platform Tools
The Quantum Signals dashboard scores 180 liquid US equities against 30 technical signals after each market close, flagging the stocks where at least 22 of the 30 are simultaneously bullish. The US equities screener tracks S&P 500 stocks, sector ETFs, and index rotation in real time. The global markets dashboard monitors major indices, forex pairs, commodities, and crypto alongside macro indicators including VIX and yield curve spreads.
All content is for educational and informational purposes only. Not financial advice.
This panel carries a once-daily digest of US market headlines captured after the 16:00 ET close, de-duplicated and classified into six categories. Every headline links to the originating publisher — QuantMedia does not report the news and does not reproduce it.
In the meantime: how to read financial market news · daily US stock signals · quantitative research library
On the 2026-09-03 session, 48 of 179 scored US equities met the 22-of-30 confluence threshold; the median stock scored 17. See the signals · Signal Breadth Index
Market snapshot captured Sep 04 2026, 01:07 UTC.
Most of what you can read about quantitative finance online is a summary of someone else's paper. These four things are produced by QuantMedia: two daily metrics computed from our own scan, research code you can run, and calculators that show their working.
How much of a 180-stock US universe clears a 22-of-30 technical threshold, recomputed after every close. Formula, history and JSON published.
The same scan grouped by sector and ranked by mean score, so you can see where technical agreement is concentrated rather than only how much exists.
Runnable VPIN and Hierarchical Risk Parity implementations with example data, expected output and 28 tests. Papers without code are labelled as such.
Test whether a Sharpe ratio survives its own track-record length, skew and kurtosis. Every intermediate value is shown so you can check it.
Short explainers with worked examples: VPIN · HRP vs mean-variance · Probabilistic Sharpe Ratio · Deflated Sharpe Ratio · slippage modelling