Looking for a Quant Research / Development Partner for a Cross-Asset Regime Framework [d](reddit.com)

I'm working on a side project in systematic investing and market-state modeling. Over the last several months I've developed: An investment philosophy and alpha framework A quantitative model specification An engineering and implementation specification The project focuses on understanding market states, cross-asset relationships, risk, liquidity, volatility, and portfolio allocation. The goal is to build and test a robust systematic framework across global equities, bonds, commodities, and FX. A few things: I am not a professional quant. I do not come from a mathematics or computer science background. However, I've spent a significant amount of time researching and structuring the framework and can discuss the reasoning behind it in detail. I am not looking to hire someone. I am not offering freelance work. I'm looking for someone who finds the problem interesting and may be interested in building something together. Ideally: Quant researcher Quant developer ML engineer Systematic trader Statistical or data-science background At this stage I'm mainly looking for honest feedback, discussion, and potentially a technical collaborator if there is a strong fit. Happy to share more details privately. submitted by /u/Electrical_One_5837 [link] [Kommentare]