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Choose a topic and follow a learning path through Japanese-equity research and J-Quants.
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BacktestingLearn what historical tests establish, then inspect information timing, costs, simulated fills and unused evaluation periods.FactorsStudy feature definitions, IC, quantiles, missingness and correlation while keeping predictive diagnostics separate from trading results.Risk and returnRead growth, variability and losses separately, with consistent periods and calculation conventions.Portfolio constructionSeparate target allocations from achieved holdings and inspect rebalancing, concentration, trading and costs.Research dataInspect availability timestamps, price and dividend conventions, and the identity of preserved research inputs.J-QuantsUnderstand J-Quants prices, financial disclosures and listed issues, then validate and preserve inputs for Japanese-equity research.Strategy conceptsStudy momentum, moving averages, value, quality and other characteristics as hypotheses requiring explicit evaluation.
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Applies to: main source candidate (unpublished) · Public source docs/en_US/RESEARCH_METHODOLOGY.md
Reviewed · KabuForge