A collection of articles at the intersection of macro, quantitative investing, and agentic AI.
Essays, literature reviews, and methodological notes on the areas where we are trying to make real progress: macro regime analysis, systematic investing, and the emerging research workflows made possible by agentic systems.
Inside Laboratory: Backtesting Engine and Allocation Architecture
How Laboratory uses context engineering, sequential daily decisions, portfolio memory, and constrained allocation to integrate regime analysis into a durable backtesting workflow.
Joseph Henry Nkeng | Founder & Managing Director at Valhko, Σternal Product Lead
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How Laboratory Turns Regime Context into Backtests
A technical explanation of how Laboratory uses context engineering to integrate regime analysis into quantitative backtesting in a way that remains inspectable, historically anchored, and legible from one decision to the next.
Joseph Henry Nkeng | Founder & Managing Director at Valhko, Σternal Product Lead
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Using Macro Regimes in Quantitative Strategies
Why macro regime investing remains compelling in theory, difficult in implementation, and increasingly dependent on better research infrastructure.
Joseph Henry Nkeng | Founder & Managing Director at Valhko, Σternal Product Lead
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