DoubleTrends L.L.C. careers

DoubleTrends L.L.C. is a quantitative research firm. Its work keeps coming back to one question: how to tell market stress apart from noise.

The firm publishes its research openly: studies of S&P 500 drawdowns and investor behavior, primers on the measures it relies on, and notes on the macroeconomic series it reads. It also publishes the DoubleTrends Regime Indicator, a rules-based daily classification of S&P 500 market stress (calm, correction, panic or bear) with a back-tested history from December 1995. The structure of every rule and the complete record, misses included, are public.

Alongside its own work, DoubleTrends offers quantitative research and data engineering to a small number of clients at a time: data pipelines, statistical studies and forecasting, and predictive models handed over with reproducible code.

The firm takes no money from brokers or exchanges and runs no advertising.