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DanRedelien/README.md
GitHub profile summary

Current focus
Working on backtesting-engine, mainly the v2-alpha branch.

Availability
May-Jun is a slow period for me. I expect to resume v2 work closer to late June, but activity will stay limited while I prepare for FRM Part I. Issues are welcome; I will still prioritize clear bug reports and actionable fixes.

Disclosure
Most of my projects are built with substantial LLM assistance, primarily GPT models and other frontier models.

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  1. backtesting-engine backtesting-engine Public

    Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forw…

    Python 6 4

  2. hmm-adaptive-var hmm-adaptive-var Public

    A regime-switching risk engine that dynamically adapts VaR lookback windows using Hidden Markov Models to capture volatility clustering without the lag of static historical simulation.

    Python 4 2