Research platform · Interactive labs · Research corpus · BLOCK reference · Capstone
Blaque Baux is an open systematic-research initiative for risk-premium harvesting, portfolio construction, and governed execution. We publish the complete research path: the live systems, validation work, active investigations, and null results that sharpen what survives.
The core platform is built in Julia. Supporting research uses Julia and Python. Every sleeve is expected to state its thesis, assumptions, risk controls, validation evidence, and operating status plainly.
Edge is earned. Discipline is freedom. Structure compounds.
| Surface | What it contains | Entry point |
|---|---|---|
| BASE | The governed spine: data, models, risk, execution, and controls | blaquebaux/base |
| LABS | Interactive studies drawn from the research corpus | Open Labs |
| CAPSTONE | Meta-sleeves that allocate across strategies that survived validation | Explore Capstone |
| BLOCK | 120 derivative structures, pricers, analytics, and variation studies | blaquebaux/block |
| CORPUS | The complete, searchable research record | Browse the corpus |
CONCEPT → RESEARCH → VALIDATION → LIVE PATH
↘ ↘ ↘
NULL / GRAVEYARD
Rejection is part of the work. A strategy that fails honestly is more useful than one that survives through hidden assumptions, selective windows, or unmanaged risk.
| Current public record | Repositories |
|---|---|
| Live systems and live paths | 9 |
| Validation sleeves | 11 |
| Research studies | 19 |
| Concepts in development | 6 |
| Null results / graveyard | 15 |
| Research repositories | 60 |
| Repository | Role |
|---|---|
base |
Julia research and execution engine; the governed operating spine |
benchmark |
Market-internals regime signal and governed risk overlay |
broad |
Trend-managed, volatility-targeted broad equity exposure |
brics |
Gulf-focused emerging-market diversifier with a dollar-regime overlay |
breakthrough |
Risk-budgeted capstone meta-allocator across validated keepers |
block |
Derivatives reference, pricing tools, and structural variation research |
- Empirical discipline — test the claim, not the story.
- Systematic thinking — make assumptions and decision rules inspectable.
- Risk awareness — treat drawdowns, tail behavior, leverage, and costs as first-class outputs.
- Transparency — preserve validation failures and null results alongside live work.
- Governance — separate research, approval, execution, and monitoring.
The visual research interface, interactive studies, derivative reference, and full provenance record live at blaquebaux.com.
Research and educational material only. Nothing published here is investment advice, an offer, or a recommendation. Simulated and historical results do not predict future performance.