Educational Market Research for Every Learner
We publish educational, easy-to-understand technical analysis publications for learners at every level. Our mission is to lower the barrier to understanding quantitative analysis through data-driven research.
We Believe Markets Tell Stories Through Data
Every trading strategy has a story — a hypothesis born from observation, tested against years of historical data, and distilled into clear, actionable insights.
Trading.hk was built for curious minds — traders, students, and researchers who want to understand why certain patterns emerge in markets, not just what to trade.
In a world saturated with opinions, trading signals, and 'expert' predictions, we took a different path — building a platform around one simple question: what does the data actually show? Not what influencers believe the market will do, but what specific, rule-based strategies have actually returned when applied against complete, unbiased historical records including every losing period.
The answer, we discovered, is both humbling and illuminating. Strategies that look brilliant on paper often collapse under honest out-of-sample testing. Others that seem unremarkable in theory prove remarkably robust across decades of real data. This process of discovery — rigorous, transparent, and always data-first — is what Trading.hk publishes every week.
The goal isn't to predict the future — it's to understand the past, so you can think more clearly about what lies ahead.
2023
Founded in Hong Kong
250+
Published Reports
8
Markets Covered
4,200+
Learners
Lowering the Barrier to Learning
To provide every learner with access to professional-grade market research and historical backtest data, lowering the barrier to understanding quantitative analysis.
Trusted Educational Research
To become the most trusted educational technical analysis publication in the Asia-Pacific region, helping a new generation of learners build analytical skills through data-driven research.
Research-Driven, Bias-Aware
Every strategy on our platform undergoes rigorous validation before publication. We actively control for survivorship bias, look-ahead bias, and overfitting through walk-forward analysis and out-of-sample testing.
Rigorous Backtesting
Every strategy is tested against historical data with proper controls for transaction costs, slippage, and market impact.
Walk-Forward Analysis
Strategies are validated through rolling out-of-sample windows to prevent overfitting and ensure robustness across market regimes.
Bias Controls
We actively control for survivorship bias, look-ahead bias, and data-snooping bias to ensure results reflect real-world conditions.
What We Stand For
Data Integrity
Every data point is verified, every backtest is bias-controlled. We never cherry-pick results or hide unfavorable outcomes.
Transparency
Our methodology is fully documented. Every strategy report shows its assumptions, limitations, and confidence intervals.
Accessibility
Professional-grade market research should not require expensive terminals. We make educational analysis available to every learner.
Education First
We believe informed learners make better decisions. Our learning paths and methodology documentation help you understand the why, not just the what.
Six Areas of Quantitative Research
From classic momentum and mean-reversion to cross-asset correlation studies, our weekly publications span the full spectrum of evidence-based trading strategy research — with a consistent focus on educational value and statistical transparency.
Trend & Momentum Strategies
Moving average crossovers, breakout systems, and momentum factor studies tested across HK, US, and Asian markets — with complete multi-decade backtests showing how these strategies perform across every market cycle.
Mean-Reversion Systems
RSI-based counter-trend strategies, Bollinger Band bounce systems, and oscillator approaches evaluated across high-volatility and low-volatility regimes with honest drawdown reporting.
Multi-Asset Correlation
How major asset classes — equities, crypto, gold, and oil — interact during different market cycles, and what these correlations mean for understanding portfolio risk and diversification.
Risk Factor Analysis
Value, quality, momentum, and low-volatility factor exposure studies across global equity markets, with detailed attribution analysis to understand what actually drives long-term returns.
Portfolio Construction
Position sizing strategies, drawdown management techniques, and multi-strategy portfolio studies — examining the real impact of risk management decisions on long-term compounding.
Crypto & Digital Assets
Quantitative strategy research designed for the unique volatility and market structure of BTC, ETH, and top-100 digital assets — covering full market cycles including the 2022 bear market.
Educational Publication Notice
All reports and analysis on this platform are educational publications distributed uniformly to all subscribers. We do not provide investment advice, personalized recommendations, or buy/sell signals. All backtest data is based on historical performance and does not represent future results. Readers should exercise independent judgment and consult a licensed financial advisor before making any investment decisions.
Ready to Start Learning?
Whether you are a beginner, a student, or an experienced researcher, Trading.HK has the educational resources you need to deepen your understanding of quantitative market analysis.