About
Who is behind this site, why it exists, and how to get in touch.
All figures are out-of-sample results from the three papers; each link opens the tab where the number lives, with its uncertainty and its misses.
I'm Alexander Uyar, an independent investment researcher. I'm completing an MSc in Finance & Investment at the University of Leeds (distinction average, CFA Institute Student Scholarship recipient), sitting CFA Level 1 in November 2026, with a BSc in Economics before that.
The site began as three papers — drawdown probabilities, sector forecastability, and within-sector stock selection — built with pre-registered designs and strict walk-forward evaluation. Rather than leave them as PDFs, I rebuilt the whole framework as a living system: every number here is a genuine out-of-sample model output, refreshed monthly, timestamped on the track record, and labelled honestly when it's a published result versus a live one.
My work combines quantitative methods — regularised regression, forecast combination, gradient boosting, portfolio optimisation — with fundamental analysis, and the equity research reports published here apply both.
No credentials are claimed beyond the work itself: every method, number and monthly call on this site is published and checkable.
The site is the interactive companion to a three-paper research trilogy, estimated and evaluated out of sample on US data, then reproduced across the UK, Europe and Japan:
- Market risk — leading indicators of S&P 500 drawdowns, combined into monthly drawdown probabilities. Paper (PDF) →
- Sector outlook — out-of-sample forecastability of GICS sector excess returns and the stances it supports. Paper (PDF) →
- Stock selection — within-sector stock ranking where the evidence is strong enough to trust. Paper (PDF) →
- International reproduction — the same three layers re-estimated in the UK, Europe and Japan, with a geography-allocation layer above them: what transfers across markets and what does not. Geo allocation →
The papers are also collected on the SSRN author page.
| Skill | Evidence on this site |
|---|---|
| Walk-forward econometrics & probabilistic modelling | Papers 1–2: ridge-logit drawdown probabilities and sector return forecasts, every number strictly out of sample. Papers → |
| Multi-model forecasting & regularisation | Nine model families (penalised ARDL, forecast combinations, TVP, XGBoost) raced per sector and horizon. Sector outlook → |
| Cross-sectional signal research | 25 pre-registered characteristics on a 491-name point-in-time S&P 500 panel, FDR-controlled. Stock screener → |
| Validation discipline | The live engine was reconciled against the papers before launch — it reproduces the published out-of-sample AUCs to ±0.003. Market risk → |
| Production data engineering | A monthly live pipeline on free data, publishing versioned data packs with an append-only vintage archive. Track record → |
| Portfolio construction | Layer stacking, cost and turnover analysis, mean-variance tools on the screened universe. Portfolio lab → |
- LinkedIn: linkedin.com/in/alexander-uyar
- Substack: agreeableinvestments.substack.com
- SSRN: author page
Questions about the data or methodology are welcome — the feedback form works too.
Not an investment adviser, not a newsletter selling trades, and not a track record of personal performance. It is published research: model outputs, shown with their uncertainty and their misses, updated monthly so the record accumulates in public.