Research

Method, data and market structure

What the research desk is working on, including the experiments that did not survive contact with live markets.

Attention models for forecasting digital-asset volatility

Transformer architectures were built for language, but the same attention mechanism turns out to be useful for weighting which past price windows matter to the next move. Where it helps, and where a much simpler model still wins.

The CSA crypto trading platform framework, in plain terms

What the Canadian Securities Administrators' pre-registration regime actually requires of platforms serving Canadian residents, what it does not cover, and the questions worth asking any venue that holds your assets.

Position sizing with reinforcement learning: what survived out of sample

An agent that learns how much to allocate, rather than what to buy. Promising in simulation, humbling in production — and the three constraints we had to add before it was safe to run on a client mandate.

Bank of Canada policy and the CAD–Bitcoin correlation

The loonie is a commodity currency and Bitcoin is a risk asset, so overnight rate decisions reach both — but not through the same channel, and not on the same lag. Measuring the relationship across the last four tightening cycles.

Detecting quote stuffing without labelled data

Manipulation is rarely labelled, which makes it a clustering problem rather than a classification one. How unsupervised methods flag order-book behaviour that does not fit any legitimate trading pattern.

Bitcoin after the halving: how second halves usually behave

Four halvings is not a sample size, and anyone presenting it as one is selling something. What the record does and does not support about the twelve months following a supply reduction.

Bilingual sentiment extraction from Canadian market coverage

Financial coverage in Canada runs in two languages, and a model trained only on English text misses half the signal in Quebec. Building a sentiment pipeline that treats French coverage as a first-class input.

Layer-2 settlement and what institutional adoption actually requires

Throughput was never the blocking constraint. Finality guarantees, bridge risk and the custody question are — and until those are answered, settlement volume stays where it is.

When a model should be retired: our out-of-sample rules

Every strategy decays. The interesting question is how quickly you are willing to admit it. The specific thresholds that take a model out of client accounts, written down in advance so the decision is not made under pressure.

Reading the S&P/TSX through an index CFD

Canada's benchmark is unusually concentrated in financials and energy, which changes what an index position is actually exposed to. What that means for anyone using it as a hedge rather than a directional bet.

Trade with the method behind it

Open an account and run the models the research desk publishes on.

Open Account

Risk warning: trading digital assets and contracts for difference carries a high risk of loss, and you can lose your entire deposit. Consider your financial position and seek independent advice before trading. Omnuvar is not registered as a dealer or adviser with any Canadian securities regulator and provides no individual investment advice; modelled or past performance does not indicate future results. Contact: [email protected]