A Python simulator for studying passive quoting, inventory control, adverse selection, markouts, and risk limits in market making.
Automated monthly fund P&L attribution report: Breaks down portfolio performance by security, sector and geography vs budget and prior month
Synthetic limit order book simulator and market-making research lab with imbalance signals, inventory-aware quoting, adverse selection, PnL attribution, and ETF premium/NAV experiments.
PnL attribution and alpha decay framework for FinBERT sentiment signals — Information Coefficient decay curves, Spearman rank correlation, statistical significance bands, rolling signal quality monitoring.
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