About the firm
DoubleTrends L.L.C. is a quantitative research firm. It studies how equity markets behave under stress, publishes its research and the DoubleTrends™ Regime Indicator in the open and offers research and data engineering services.
At a glance
The firm’s work keeps coming back to one question, how to tell market stress apart from noise, and it publishes the methods and records behind its answers.
- Legal name
- DoubleTrends L.L.C.
- Office
- 14th Floor, 955 Bay Street
Toronto, ON M5S 0C6, Canada - Publishes
- Research notes, the regime indicator for the S&P 500, and open-source research software (AlphaVerify; GitHub)
- Indicator record
- Back-tested history from December 29, 1995, published every trading day
- Services
- Quantitative research and data engineering, by engagement
- Contact
- info@doubletrends.com
Sources of income, and what we do not accept
- Indicator subscriptions
- Subscribers pay USD 149 a year for the daily reading and same-day signals, a price set close to what the service costs to run. The founder acts on the signal with their own capital. The indicator’s rules and record stay public regardless.
- Research services
- Each engagement is scoped and billed on its own.
- Not accepted
- We take no money from brokers or exchanges, and run no advertising.
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Principles
How the indicator is governed
Published rules, a complete public record, one narrow question answered well and information instead of instructions.
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Research services
Research services
The firm’s data engineering and quantitative research, offered for a small number of engagements at a time.
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Careers
Working here
How the firm hires and how to send in an open application.
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Contact
Contact the firm
Subscription support, research services, careers, press and partnerships.