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.

Autonomous crypto quant-research platform: XGBoost/LightGBM signal ensembles, regime-aware allocation, a funding-carry engine, a self-evolving research loop, and a fail-closed safety/MLOps stack. 95 modules, 148 tests, Python 3.10+.

Three uncorrelated algorithmic crypto-futures strategies on KoinBay — market-neutral momentum, regime-gated momentum, and funding-carry — with live paper-trading dashboards.

~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.

Crypto trading research: an LLM directional bot (no edge, proven) and a delta-neutral funding-carry strategy (real, capacity-limited edge).

PCA-based market-neutral statistical arbitrage framework on the S&P 500.

Evidence-gated prediction-market research for YES/NO complement parity: replay, simulation, paper, Demo, risk, and reconciliation.

Statistical Arbitrage strategy in Vietnamese Market

Market-neutral automation platform for KRW premium and cross-exchange basis strategies.

Institutional Prime Brokerage System (ASTRA). Dual engine architecture combining L1 Norm Convex Optimization for inventory management and Bayesian Kalman Filters for high frequency alpha. Achieved 15.10 Sharpe & 18.55% Volatility reduction.

Real-time market-neutral pairs trading engine with dynamic hedge ratios, event-aware risk controls, and live monitoring dashboard.

Statistical arbitrage pairs-trading signal generator that uses cointegration, hedge ratios, and rolling Z-scores to identify mean-reversion opportunities between correlated assets.