5 papers
Hidden Order in Trades Predicts the Size of Price Moves
Mainak Singha
Financial markets exhibit an apparent paradox: while directional price movements remain largely unpredictable--consistent with weak-form efficiency--the magnitude of price changes…
Discovery of a 13-Sharpe OOS Factor: Drift Regimes Unlock Hidden Cross-Sectional Predictability
Mainak Singha
We document a high-performing cross-sectional equity factor that achieves out-of-sample Sharpe ratios above 13 through regime-conditional signal activation. The strategy combines v…
Forecast-to-Fill: Benchmark-Neutral Alpha and Billion-Dollar Capacity in Gold Futures (2015-2025)
Mainak Singha, Jose Aguilera-Toste, Vinayak Lahiri
We test whether simple, interpretable state variables-trend and momentum-can generate durable out-of-sample alpha in one of the world's most liquid assets, gold. Using a rolling 10…
Faint active galactic nuclei supplied 31-75% of hydrogen-ionizing photons at z>5
Mainak Singha, Sangeeta Malhotra, James Ely Rhoads
The origin of the ionizing photons that completed hydrogen reionization remains debated. Using recent JWST and ground-based surveys at 4.5 <= z <= 6.5, we construct a unified rest-…
ESpRESSO -- Forward modeling Roman Space Telescope spectroscopy
Austen Gabrielpillai, Isak G. B. Wold, Sangeeta Malhotra +4
We describe the software package - [E]xtragalactic [Sp]ectroscopic [R]oman [E]mulator and [S]imulator of [S]ynthetic [O]bjects, created to emulate the slitless…