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M. Khushi

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Preprint Sep 2026

CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets

This work evaluates CAST on four real-world stock markets over a 15-year test window and shows that it consistently occupies the return-drawdown Pareto frontier, achieving strong risk-adjusted performance while maintaining substantially lower maximum drawdown than competitive baselines.

Yu Peng, M. Khushi, Josiah Poon · 0 citations
Review Open access Aug 2026

QFRS: quantitative finance reporting standards for forecasting, evaluation and trading claims

QFRS underpins a public state-of-the-art leaderboard, ensuring that only studies satisfying these standards are ranked, with the goal of shifting the literature from opaque, error-metric-driven results to transparent, economically meaningful and comparable benchmarks.

M. Khushi · 1 citation

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