Bachelor's thesis on reward function design in RL-based BTC grid trading (PPO, Prospect Theory, CPCV)
RiQi | A股投研助手。围绕公司材料梳理问题、核对来源并继续追问。An AI research assistant for China A-shares. Powered by ReachRich.
Living technical reference for Disuza Quantitative — private quantitative research laboratory, Madrid, Spain. Architecture, anti-overfit methodology (CPCV / DSR / PBO per López de Prado), regulatory posture. Source code proprietary.
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Intra-bar-fidelity crypto backtester with overfit gates built in
Honest backtest harness with a measured detector: leakage-safe CPCV, Deflated Sharpe, PBO, realistic costs, mechanical PASS/KILL verdict. Strategy audit CLI + verdict API.
Local-first backtest framework for Binance USDT-M perpetual futures with cost-aware simulation, gate-filtered validation, and a five-tier verdict.
Agentic multi-strategy hedge fund: PatchTST forecasts, 4-agent LangGraph debate, CPCV-OOS + DSR validation, HRP with Ledoit-Wolf shrinkage. 10-year OOS Sharpe=0.766.
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