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  1. Quantitative-Strategy-Portfolio-Construction Quantitative-Strategy-Portfolio-Construction Public

    Signal Audit, Trend Overlay & Risk Gates

    Jupyter Notebook

  2. twap-vs-vwap-2026 twap-vs-vwap-2026 Public

    TWAP vs VWAP execution cost analysis on historical volume profiles

    Python 1

  3. option-pricing option-pricing Public

    Jupyter Notebook

  4. feature-selection-2026 feature-selection-2026 Public

    Benchmark of 8 feature selection methods for fuzzy clustering — CEA-LIST collaboration

    Jupyter Notebook 1

  5. Congress-Trading-Signal Congress-Trading-Signal Public

    HTML

  6. PCA-VAR PCA-VAR Public

    Jupyter Notebook