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M. Khushi

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Preprint Sep 2026

CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets

Managing drawdown, the peak-to-trough decline in an investment portfolio's value, is a precondition for long-term survival in practical investment management. However, mainstream stock forecasting methods predominantly optimize returns or Sharpe ratios under the independent and identically distributed (i.i.d.) assumpti...

Yu Peng, M. Khushi, Josiah Poon · 0 citations
Review Open access Aug 2026

QFRS: quantitative finance reporting standards for forecasting, evaluation and trading claims

QFRS underpins a public state-of-the-art leaderboard, ensuring that only studies satisfying these standards are ranked, with the goal of shifting the literature from opaque, error-metric-driven results to transparent, economically meaningful and comparable benchmarks.

M. Khushi · 1 citation

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