Factsheets, Historical Returns CSVs, Historical Raw Factor Data CSVs and Replication Notebooks for Cross-Sectional Portfolios and Factors
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Updated
Jun 23, 2026 - Jupyter Notebook
Factsheets, Historical Returns CSVs, Historical Raw Factor Data CSVs and Replication Notebooks for Cross-Sectional Portfolios and Factors
Delta-neutral perpetual basis engine for cross-venue contango capture and funding-aware hedging.
A multi-user, parallel, multi-strategy, crypto derivative trading engine written in python.
This code implements algorithmic trading in a paper trading account.
~40 alpha methods across 3 waves under deflated-Sharpe + cross-engine adversarial verification — most killed (formula alphas proven non-stationary), one honest structural edge kept: settlement-locked basis cash-and-carry. Mutation-tested governance gate.
Real-time market-neutral pairs trading engine with dynamic hedge ratios, event-aware risk controls, and live monitoring dashboard.
PCA-based market-neutral statistical arbitrage framework on the S&P 500.
Crypto trading research: an LLM directional bot (no edge, proven) and a delta-neutral funding-carry strategy (real, capacity-limited edge).
Statistical Arbitrage strategy in Vietnamese Market
Market-neutral automation platform for KRW premium and cross-exchange basis strategies.
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