The rules every piece from Zamrik Quant Research follows, whichever desk signs it.
- Independence. We are self-funded: no sponsors, no advertisers, no outside capital.
- The mathematics leads; the conclusion comes last. We never retrofit the mathematics to a conclusion chosen in advance. We work from the bottom up, from the problem, its model and its data, and we report where the work leads, including when it contradicts what we expected.
- The question dictates the method. We choose the tool a problem needs, not a problem to suit a tool.
- Every number is checked two independent ways. Where a problem allows it, we solve it by more than one numerical method, and we publish a result only when the methods agree to at least six significant digits. Two of our papers show the practice: one prices the same Russian option by an HJB equation and by a reflected backward SDE; another solves one real-options variational inequality by projected SOR, by a penalty method and by policy iteration.
- Every figure is re-run from its code.
- Work in the open. Notebooks run on Kaggle, where we re-run them and compare every number with our own run; where a paper’s code is published, it is on GitHub.
- Sources resolved, data credited. Every reference resolves, and every dataset is used under its licence and credited.
- One owner for every piece. Each paper, notebook, tool and essay belongs to exactly one desk; research papers name their authors.
- Corrections are public. When we find an error, or replace a piece with a better one, we record it in the corrections log.
- Research, not advice. Our work is analysis and education, not investment advice; see the disclaimer.