ATAS indicators and Python pipeline for trading NQ/ES futures with options-derived levels (GEX, DEX, walls) and AI briefings
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Updated
May 13, 2026 - Python
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es-futures
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📈 Independent replication and out-of-sample validation of Zarattini, Aziz & Barbon (2024) "Beat the Market" intraday momentum on SPY and ES futures, with ex-ante frozen anti-overfitting protocols.
python pandas market-data sharpe-ratio quantitative-finance spy futures alpaca interactive-brokers backtesting overfitting sp500 momentum-strategy intraday-trading financial-research paper-replication es-futures walk-forward-analysis trading-strategy-simulation algorithmic-trading-quantitative
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Jul 27, 2026 - Python
Polars event-study research for ES/NQ intraday futures: MSS, CISD, SMT, RSI/volume divergences, session/momentum/volume filters.
python parquet quantitative-finance futures algorithmic-trading event-study intraday-data polars smart-money-concepts market-structure es-futures nq-futures
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May 11, 2026 - Python
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