Skip to content
#

cross-asset

Here are 8 public repositories matching this topic...

Systematic cross-asset book (US equities + crypto) built to be traded: four decorrelated alpha families at equal risk, mean correlation 0.06, 1.15x leverage. Net Sharpe 4.00 out-of-sample and 3.61 across 2011-2026, 88.5% profitable months, -5.0% max drawdown, positive in 15 of 15 calendar years. Leakage-audited, PBO 13%, reproducible offline.

  • Updated Aug 23, 2026
  • HTML

Cross-asset macroeconomic indicator engine, stock archetype alignment matrix, and tactical options playbook generator for AI agent harnesses.

  • Updated Sep 4, 2026
  • HTML

Add this topic to your repo

To associate your repository with the cross-asset topic, visit your repo's landing page and select "manage topics."

Learn more