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1. advanced-portfolio-hedging advanced-portfolio-hedging Public

   Quantitative risk engine comparing robust Factor Models vs. NLP Semantic Hedging (LLMs) for tax-efficient portfolio management. Implements Huber regression, Nomic embeddings, and UMAP clustering.

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2. systematic-equity-alpha systematic-equity-alpha Public

   End-to-end ML pipeline for systematic equity trading: 25 years of Bloomberg risk factors → feature engineering → model selection (XGBoost/BayesianRidge) → SHAP explainability → walk-forward backtes…

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3. tarp-regime-classifier tarp-regime-classifier Public

   Detecting structural changes in market microstructure around the 2008 TARP intervention using intraday ETF data. XGBoost classifier achieves 0.952 AUC-ROC distinguishing pre/post-TARP trading days …

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4. pyspark-ml-pipeline pyspark-ml-pipeline Public

   PySpark ML classification pipelines for NLP, clinical prediction, and census income deployed on a 3-node Spark/HDFS cluster.

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5. statistical-arbitrage-strat statistical-arbitrage-strat Public

   A modular, event-driven backtesting framework for US Equities Statistical Arbitrage. Implements unhedged reversal, SPY-hedged reversal, and residual momentum strategies.

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6. blockchain-fraud-detection blockchain-fraud-detection Public

   ML methods for detecting fraudulent blockchain transactions. Compares seven classifiers (XGBoost, LightGBM, CatBoost, Random Forest, MLP, Logistic Regression, Stacking Ensemble) on 78,600 transacti…

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