The Alpha Engineer
Investing with a quantitative edge.
Multi-factor stock rankings and a live model portfolio for systematic investors in global small- and micro-caps.
What I do
The Alpha Engineer is the quantitative research service of Cosbro bv, run by one engineer, Peter Cosyn. I build multi-factor ranking models for systematic investing. The methodology and the research behind it are published on the Substack publication. My content is for informational and educational purposes only — it is not personalized investment advice. I am not a registered investment advisor; see the Disclaimer.
Who it's for
Built for investors who already run a process, or want to. The systematic investor uses the list as the input to a rules-based process of their own; the value investor uses the ranking as a quality-screened hunting ground for their own picks. You bring the judgement and the execution; the ranking brings discipline and a breadth of coverage a manual screen cannot match.
Performance
Model portfolio · as of September 4, 2026Figures are for the model portfolio: $100,000 notional, started February 27, 2025, tracked live on Portfolio123 at real market prices. Every trade decision is made and published on Sunday; the trade is then logged at Monday's average traded price with 1% transaction and slippage costs included, and only stocks with at least $50,000 of average daily trading value over the prior two weeks qualify. No client funds are managed; the figures are the model's results, not those of an actual brokerage account. Sharpe ratios use monthly excess returns over a 4% risk-free rate. The S&P 500 is shown as a familiar reference point — the model favors small- and micro-caps across US, Canadian, UK and European markets, so the portfolio's holdings differ materially from the index, and the strategy can trail it for extended periods, particularly when large-cap names lead. Past performance does not guarantee future results.
Products
The Alpha Engineer
ActiveThe transatlantic model: weekly ranking, the 50-stock model portfolio with its full transaction log, and monthly performance reviews.
Limited to 50 subscriptions — the model favors small- and micro-caps, and liquidity there is finite.
Subscribe on Substack →