DailySends
A private research pipeline for systematic investing — market data ingestion, replication of published trading strategies, and the statistical work needed to tell a real effect from a fitted one.
Daily and intraday history for US equities, ETFs, futures and FX, held in a local analytical store and continuously audited for corporate-action and adjustment defects.
Published strategies — from academic finance papers, working papers and practitioner sources — rebuilt from their stated rules and tested against that history, so a claim can be confirmed or refuted rather than assumed.
Out-of-sample holdouts, bootstrap confidence intervals, multiple-testing deflation and forward paper-trading, applied before any result is trusted. Most candidates do not survive this step.