Research

volarixs - applied AI & ML to finance

Explore our latest posts on machine learning, market dynamics, strategy architecture and design

Feature Engineering
Feb 10, 2026

Shrinking the Feature Space: PCA & Autoencoders

Many features are redundant or noisy. High dimensionality = harder to generalize.

PCA
Autoencoders
Features
9 min read
Strategy
Feb 1, 2026

How Asset Managers Can Implement AI & Machine Learning

Part 2: Infrastructure, Governance & Roadmap. What it takes to implement AI in asset management.

AI Implementation
Governance
Roadmap
18 min read
Deep Learning
Jan 28, 2026

Neural Networks for Market Data: MLPs, CNNs & LSTMs

We are selective with deep learning. Expensive to train, easy to overfit, harder to debug.

Neural Networks
MLP
LSTM
12 min read
Research
Jan 22, 2026

Signal Half-Life and Decay: How Long Do ML Edges Really Last?

If you discover a signal today, how long will it work?

Signal Decay
Half-Life
Edge Persistence
13 min read
Strategy
Jan 15, 2026

How Asset Managers Can Use AI & Machine Learning in Investment Decisions

Part 1: Use Cases & Value. Real-world use cases: idea generation, regime analysis, risk management.

Asset Management
AI & ML
Use Cases
15 min read
Volatility
Jan 5, 2026

Modeling Market Turbulence: GARCH, EGARCH & HAR

Volatility ≠ returns: heavy tails, clustering, mean reversion. Dedicated volatility models are essential.

GARCH
EGARCH
HAR
10 min read
Time Series
Dec 18, 2025

ARIMA, SARIMAX & VAR: When Classical Time-Series Still Win

Explicitly model temporal dependence with transparent structure.

ARIMA
SARIMAX
VAR
9 min read
Benchmarks
Dec 9, 2025

Volatility Forecasting Benchmarks: GARCH, HAR, and ML

Compare GARCH, HAR, and ML models for volatility forecasting.

Volatility
GARCH
HAR
11 min read
Machine Learning
Dec 2, 2025

How Market Regimes Break ML Models

Financial machine learning rarely fails because the model is 'bad'. It fails because the market regime changed.

Regimes
ML
Backtesting
8 min read
Models
Nov 25, 2025

Boosted Trees for Alpha: XGBoost & LightGBM

Gradient boosting dominates tabular ML. Learn how XGBoost and LightGBM deliver strong performance.

XGBoost
LightGBM
Boosting
11 min read
Features
Nov 18, 2025

The 19 Most Important Features for Equity Return Forecasting

Most ML performance in finance doesn't come from the model — it comes from the features.

Features
Alpha
Equities
12 min read
Methodology
Nov 7, 2025

Rolling Windows for Financial ML: A Complete Guide

If you use financial data and your model does not use a rolling window, the backtest is wrong.

Rolling Windows
Time Series
Backtesting
10 min read
Evaluation
Oct 27, 2025

Beyond Sharpe: A Research Framework for Evaluating ML Trading Strategies

Sharpe ratio is dangerously incomplete for ML strategies.

Evaluation
Metrics
Sharpe
15 min read
Models
Oct 8, 2025

Random Forests in Finance: Nonlinear Signals Without the Drama

Tree-based ensembles capture nonlinearities and interactions in market data.

Random Forest
Extra Trees
Trees
10 min read
Models
Sep 15, 2025

From Linear Regression to Lasso: Fast, Interpretable Baselines

Linear and regularized regressions still do serious work in finance.

Linear Regression
Ridge
Lasso
12 min read
Regimes
Aug 22, 2025

Market Regimes, Clusters & HMMs: Teaching Models to Respect the Environment

Episodes where statistical properties are stable enough: high vol vs low vol, risk-on vs risk-off.

K-Means
GMM
HMM
11 min read
Architecture
Aug 3, 2025

Building a Universe-Wide Prediction Grid

An alpha factory needs predictions for every asset at multiple horizons from multiple models.

Prediction Grid
Scaling
Alpha Factory
14 min read
Evaluation
Jun 18, 2025

Regime-Conditioned Performance: Measuring ML Robustness

Most backtests report a single Sharpe. But ML models fail by regime.

Regimes
Robustness
Performance
12 min read
Architecture
August 3, 2025
14 min read

Building a Universe-Wide Prediction Grid: Scaling ML From Single Tickers to Thousands of Assets

Most ML workflows start with "Let's test this model on AAPL." But an alpha factory needs predictions for every asset in the universe at multiple horizons from multiple models.

1. What Is a Prediction Grid?

Conceptually, a prediction grid is a large tensor: r̂_{u, m, h, t} where:

  • u = asset (ticker, FX pair, crypto, index, etc.)
  • m = model (Ridge, XGBoost, LSTM, etc.)
  • h = horizon (1d, 5d, 21d, etc.)
  • t = forecast date

Each entry stores predicted return (or volatility, or probability) and associated metadata.

2. From Single Ticker to Universe

For U tickers, M models, H horizons, you'd naively run U × M × H independent experiments. This doesn't scale.

We need shared infrastructure: centralized feature stores, hierarchical configuration, and efficient execution models.

3. Data Design for a Prediction Grid

3.1 Centralized Feature Store

Rather than recomputing features per-run, maintain a feature store keyed by (asset, date, feature_set_version). Features computed once per day per asset, versioned transformations.

3.2 Hierarchical Configuration

Separate configuration into universe-level, model template, and execution config. The prediction factory builds runs using Cartesian products where needed, but avoids combinatorial explosion.

4. Execution Model

A practical design:

  1. Daily schedule: For each business day, load required features and models
  2. Task graph (Prefect/Celery): tasks by (model, horizon, sector chunk)
  3. Output: prediction table for day t with (asset_id, model_id, horizon, forecast_date, prediction, metadata_ref)

This is exactly what volarixs' prediction factory is designed to orchestrate.

Prediction Grid Browser

Ticker1d5d21d
NVDA
4.74%
-1.80%
-1.52%
GOOGL
2.20%
-4.86%
-4.73%
INTC
0.98%
-3.08%
4.40%
AMD
0.87%
-2.08%
1.61%
META
0.39%
-0.86%
-0.21%
TSLA
-0.37%
1.72%
-2.53%
AAPL
-0.87%
-4.86%
-1.48%
AMZN
-1.71%
1.77%
-2.65%
MSFT
-2.79%
-2.35%
-2.96%
NFLX
-3.16%
3.07%
-2.30%

This is a simplified view of a universe-wide prediction grid. In production, volarixs maintains predictions for thousands of assets across multiple models and horizons, enabling cross-sectional analysis and alpha factory workflows.

5. Research Questions Enabled by a Prediction Grid

Once the grid is populated, you can run research that is simply not possible in single-ticker workflows:

  • Cross-sectional comparison of model performance by sector, size, liquidity
  • Stability of model rankings across time and regimes
  • Horizon-consistency: does a model that's good at 1d also work at 21d?
  • Factor extraction: PCA/ICA on prediction matrices to identify latent "model factors"

6. How volarixs Implements the Grid

volarixs separates:

  • Manual experiments: user-triggered, single or small sets of assets
  • Factory runs: system-triggered, universe-wide predictions

Factory runs:

  • use a shared feature store in S3/Parquet
  • dispatch jobs via Prefect workers
  • store predictions and metadata in Postgres + S3
  • expose grid slices via APIs: by date, by asset, by model

This makes research-level analysis of prediction behaviour a first-class capability, not an afterthought.

7. From Prediction Grid to Trade Signals

The grid itself is not yet a trading strategy. You still need filtering, position sizing logic, and portfolio construction rules. But if the prediction grid is well-designed and reproducible, the step from "research" to "production" is much shorter — and far less fragile.

Prediction Grid
Scaling
Alpha Factory
Architecture

Ready to build universe-wide predictions?

Start scaling your ML models across thousands of assets in volarixs.