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Quantitative Research

Rigorous analysis.
Systematic insight.

Independent research at the intersection of quantitative methods, financial markets, and macroeconomic dynamics.

Publications

Research

March 2025Macro
Regime Detection in Cross-Asset Momentum: A Hidden Markov Approach
We develop a multi-state HMM framework for identifying latent macro regimes across asset classes, demonstrating persistent momentum decay at regime transitions.
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January 2025Equities
Factor Crowding and Drawdown Amplification in Long/Short Equity
An empirical examination of crowding metrics derived from 13F filings and their predictive relationship to synchronized factor unwinds in equity markets.
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November 2024Volatility
Term Structure Dynamics of Implied Volatility Under Stress
We characterize the inversion and steepening of VIX term structure during systemic events, with implications for variance risk premium capture strategies.
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September 2024Fixed Income
Yield Curve Control and Spillover Effects in Global Rates Markets
An analysis of transmission mechanisms from central bank yield curve control regimes to cross-border bond markets, with focus on duration and convexity distortions.
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July 2024Macro
Inflation Surprise Decomposition: Supply vs. Demand Attribution
Using a sign-restricted VAR, we decompose post-2021 inflation into supply and demand components, isolating their distinct effects on real yield and breakeven dynamics.
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April 2024Equities
Earnings Revision Cycles and Cross-Sectional Return Predictability
We document that breadth of analyst estimate revisions provides statistically robust cross-sectional return signals, particularly in mid-cap segments with limited institutional coverage.
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The Firm

About

Methodology
Rigorous statistical frameworks applied to empirical market data.
Independence
No asset management conflicts. Research integrity is paramount.
Depth
Long-form research over short-form commentary. Substance over speed.

Meridian Flow Research is an independent quantitative research firm dedicated to the systematic study of financial markets. Founded in 2026 and based in Munich, the firm produces original research at the intersection of econometrics, market microstructure, and macroeconomic analysis.

Our work is grounded in a belief that durable market insight requires both theoretical rigour and empirical discipline. We do not manage assets; our sole focus is the quality and integrity of our research output.

Research coverage spans global equities, fixed income, volatility markets, and cross-asset macro. Our subscriber base includes institutional asset managers, hedge funds, and family offices seeking differentiated quantitative perspectives.

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Contact

Email
research@meridianflow.com
Location
Munich, Germany
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Institutional access available via direct arrangement. Contact us to discuss coverage and terms.
Response Time
We respond to all serious enquiries within two business days.