Boutgajouft Liquidity Triangle Theory™
The foundational geometric framework for liquidity, displacement and equilibrium.
Read the paper on SSRNSOFIANE BOUTGAJOUFT · WORKING PAPER03 / QUANTITATIVE RESEARCH+
Ideas deserve
examination.
Twelve working papers. A developing research programme spanning market structure, systematic strategies, validation and execution.
SELECTED RESEARCH / A READING PATHThe ideas behind
All 12 publicationsThe ideas behind
the approach.
The Structural Liquidity Factor: Persistent Alpha Beyond Fama-French
Investigates the structural liquidity hypothesis through factor models and robustness analysis.
Read the paper on SSRNSOFIANE BOUTGAJOUFT · WORKING PAPERA Two-Gate Test for Structural Edge in Systematic Trading Strategies
Separates evidence of positive edge from evidence of distributional invariance, using two complementary tests.
Read the paper on SSRNSOFIANE BOUTGAJOUFT · WORKING PAPER12 WORKING PAPERS / 2025–2026View the SSRN author profile
12 publications
12
A Two-Gate Test for Structural Edge in Systematic Trading Strategies
Separates evidence of positive edge from evidence of distributional invariance, using two complementary tests.
11
What a Backtest Overfitting Diagnostic Measures, and What Readers Take It to Mean
Examines the gap between a diagnostic statistic and the research history needed to interpret it.
10
Paired Trade Reconciliation: Detecting and Attributing Live-Backtest Divergence in Systematic Trading Strategies
A paired-trade framework for identifying where simulated and realised execution diverge.
09
The Boutgajouft Invariance Score (bis): A Distribution-Free Test for Structural Alpha in Systematic Trading Strategies
A distribution-based approach to studying the stability of strategy outcomes.
08
The Structural Liquidity Factor: Persistent Alpha Beyond Fama-French
Investigates the structural liquidity hypothesis through factor models and robustness analysis.
07
Crisis-Alpha and Structural Decorrelation: BLT Engine Empirical Validation Across Market Regimes (2008–2025)
Historical analysis of the BLT framework across calm and crisis market environments.
06
BLT Engine: Crisis-Alpha Validation Across Crypto Market Regimes
Extends the research into digital-asset market regimes.
05
Zero-Beta Decorrelation in Structural Liquidity Strategies: Theoretical Implications of a Decade-Spanning Empirical Anomaly
Explores structural decorrelation and its implications for conventional asset-pricing frameworks.
04
Structural Market Modeling vs Heuristic Trading Concepts A Comprehensive Comparative Analysis of the BLT Theory
Compares formal structural modelling with heuristic approaches to trading.
03
Structural Market Behavior and Systematic Trading: Multi-Instrument Validation of the BLT Engine
Studies strategy behaviour across instruments using historical simulation and robustness diagnostics.
02
BLT Engine Performance Report: Empirical Backtesting Results (2023–2025)
Early empirical work on the BLT Engine across gold and foreign-exchange instruments.
01
Boutgajouft Liquidity Triangle Theory™
The foundational geometric framework for liquidity, displacement and equilibrium.
No matching publications.
Try another title or topic, or reset the filters.
Publication dates are SSRN posting dates. The author profile listed 12 papers when checked on 4 October 2026. Summaries on this site are editorial descriptions; consult the original papers for full methods, results and limitations. Working papers are not presented here as peer-reviewed journal publications.