Monolith Research
In plain terms
A full FX pipeline that turns a price forecast into a sized, risk-managed position — from smoothing the signal through to the exit.
How it works
Smoothing produces a forecast, the forecast a confidence, confidence a volatility-targeted size scaled by a fraction of Kelly, and ATR-based exits manage the trade across several pairs.
What it’s tested against
Out-of-sample with stressed costs; the sizing chain is deliberately rule-based so there is no discretion to over-fit.
Data
FX price history across major pairs.
Researched — an end-to-end FX sizing-and-exit framework.