market-neutral

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+.

Market-neutral strategy bot using long-short equity approach

Three uncorrelated algorithmic crypto-futures strategies: market-neutral momentum, regime-gated momentum, and funding-carry, with live paper-trading dashboards and the evaluation layer behind them.

Market-neutral relative-reversal study on five Indian banks. Pre-registered split; the effect does not survive out-of-sample.

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.

Non-custodial delta-neutral funding farmer for Hyperliquid — long spot / short perp, your keys never leave your machine. Terminal dashboard, 166 tests.

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

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

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.

Walk-forward cross-sectional equity alpha over the S&P 1500. Beta-residual targets, label-aware training embargo, sector- and beta-neutral construction. OOS Sharpe 1.22 gross / 1.00 net of 5 bps, IC t = 12.9.

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

Cross-sectional funding-carry rankings for Hyperliquid perps — published hourly, sold per call in USDC via x402. Includes an MCP server.

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

Cash-and-carry basis trading on Binance coin-margined futures: opportunity scanner, TWAP execution and 2021 historical replay. Built with Nayt Technologies.