Quantscope Research
Quant finance, factor models, and institutional-grade analysis for independent RIAs.
Fama-French Factor Model for RIA Portfolios: Decompose Returns and Justify Your Fees
How independent RIAs can apply the Fama-French five-factor model to decompose portfolio returns, demonstrate active management alpha, and communicate factor exposures to institutional clients.
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Market Regime Detection for Retail Traders: Know When to Hold and When to Hedge
A practical guide to market regime detection for retail traders. Identify RISK-ON, RISK-OFF, and TRANSITIONAL regimes using VIX, yield curve, and breadth signals — no Bloomberg needed.
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SEC EDGAR API Python Tutorial: Extract 10-K and 13F Data for Free
Step-by-step Python tutorial for extracting SEC EDGAR data using the free EDGAR API. Pull 10-K filings, 13F institutional holdings, and Form 4 insider transactions without paying for Bloomberg.
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Market Regime Detection: Why Your Factor Model Needs a Volatility Dashboard
Understand why market regime detection is critical for factor models. Learn how a volatility dashboard improves risk management and factor timing decisions for quant funds.
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SEC EDGAR Data for Quant Funds: Automating 13F and 10-K Analysis
Discover how to automate SEC EDGAR data for quant funds—specifically 13F institutional holdings and 10-K filing analysis. Build systematic SEC data pipelines for your trading strategies.
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Portfolio Risk Attribution: How AI Decomposes Factor Exposures in Real-Time
Learn how portfolio risk attribution and factor exposure analysis work with AI-driven real-time risk decomposition. Understand how systematic factor exposures impact your portfolio.
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Factor Model Monitoring: Daily Regime Detection for Small Funds
How small funds use daily factor model monitoring and regime detection to stay ahead of market shifts. A practical guide for independent quant PMs using Fama-French and VIX signals.
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XBRL Filing Analysis: What Every RIA Should Know About Automated SEC Data
Learn how XBRL filing analysis and automated EDGAR data extraction gives RIAs a competitive edge. Eliminate manual SEC data processing with autonomous analysis.
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How Autonomous AI Is Changing Quantitative Research in 2026
Discover how autonomous AI systems are transforming quantitative research in 2026 — from factor discovery to earnings analysis. Built for RIAs and quant funds.
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Backtesting Factor Strategies: A Step-by-Step Guide for Independent RIAs
A practical guide to backtesting factor strategies for independent RIAs. From data sourcing to walk-forward validation — build confidence in your factor model before risking capital.
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Alternative Data for Small Funds: Satellite, Social, and Sentiment Without Bloomberg
Alternative data for small funds is no longer exclusive to hedge funds. Learn how to access satellite imagery, social sentiment, and web traffic data without Bloomberg or terminal costs.
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Autonomous AI Quant Research Workflow: From EDGAR Filing to Factor Signal
Build a complete autonomous AI quant research workflow that transforms raw EDGAR filings into actionable factor signals — no Bloomberg terminal required.
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