452 Research operates as a collaborative quantitative research group focused on systematic strategy development and empirical validation.
Quantitative trading systems developed using mathematics, statistical modeling, and empirical market analysis. Execution is fully automated to minimize behavioral and operational bias.
We concentrate on highly liquid currencies, commodities, and equities, prioritizing markets with deep historical data to support statistically robust decision-making.
Our research evaluates performance relative to major benchmarks such as the S&P 500 and Nasdaq, with a focus on risk-adjusted returns and long-term robustness rather than short-term outperformance.
Our research relies on long-horizon historical testing, multi-regime validation, and diversified strategy design. Most systems require years of data before generating a single signal, with risk controls and hedging integrated from inception.
Much of our research evolves through ongoing discussion, peer review, and collaboration within a private working group.