Looking for a Quant Research / Development Partner for a Cross-Asset Regime Framework [d]

I'm working on a side project in systematic investing and market-state modeling.

Over the last several months I've developed:

• An investment philosophy and alpha framework
• A quantitative model specification
• An engineering and implementation specification

The project focuses on understanding market states, cross-asset relationships, risk, liquidity, volatility, and portfolio allocation.

The goal is to build and test a robust systematic framework across global equities, bonds, commodities, and FX.

A few things:

• I am not a professional quant.
• I do not come from a mathematics or computer science background.
• However, I've spent a significant amount of time researching and structuring the framework and can discuss the reasoning behind it in detail.
• I am not looking to hire someone.
• I am not offering freelance work.
• I'm looking for someone who finds the problem interesting and may be interested in building something together.

Ideally:

• Quant researcher
• Quant developer
• ML engineer
• Systematic trader
• Statistical or data-science background

At this stage I'm mainly looking for honest feedback, discussion, and potentially a technical collaborator if there is a strong fit.

Happy to share more details privately.