Data foundation
- Prices
- Fundamentals
- Filings
- News/transcripts
- Macro / options
Research Infrastructure
The infrastructure behind Guerrieri Capital Ltd is designed to turn systematic research into an auditable investment process.
It connects source-controlled data, PIT-aware testing, signal validation, portfolio diagnostics, attribution, risk monitoring, and research automation into one repeatable workflow.
The objective is not to display models. The objective is to control the path from idea to implementation: what data was used, what assumptions were made, what failed, what survived, and what can be monitored.
Infrastructure built to make systematic research testable, rejectable, monitorable, and implementation-ready.
Control layer
PIT timing | source lineage | data quality | rejection gates | disclosure boundary
Research engine
- Signal contracts
- Broad-sample tests
- Robustness checks
- Reject / freeze states
- Paper-tracked ideas
Portfolio engine
- Ranking
- Sizing
- Constraints
- Hedge overlays
- Costs / turnover
Monitoring
- Attribution
- Exposure
- Drawdown
- Data quality
- Implementation review
PM outputs
- Strategy packs
- Research notes
- Review evidence
- Public-safe evidence
Supporting research lanes
Paper intake
Paper cards, mechanism mapping, experiment queues, source anchoring.
Risk / derivatives
Pricing validation, stress surfaces, Greeks, scenario tooling.
Infrastructure controls
Data discipline
Production/raw separation, PIT assumptions, source documentation, field lookup, and repair queues.
Signal discipline
Broad-sample testing, robustness checks, rejected states, freeze/kill decisions, and no silent promotion.
Workflow layer
Local research terminal for security analysis, screening, portfolio diagnostics, macro monitoring, valuation, and PM outputs.
Risk tooling
Validated pricing, stress testing, Greeks, scenario surfaces, and implementation review.