Projects
A collection of quantitative trading strategies and financial models. Each project includes comprehensive backtesting, risk metrics, and methodology documentation.
Multi-Factor Intraday Statistical Arbitrage
Bayesian confluence framework combining recency bias, geopolitical risk, and market microstructure for intraday equities. Student-t copula models heavy-tailed dependencies between factors. NY open entry with lambda risk aversion and volume filters. Forward-tested with regime-aware adaptation and dynamic position sizing.
Financial Forecasting Signal System
Alpha signal system combining Random Forests and Gaussian Copulas across 31 assets (equities, crypto, forex). Delivers 62% 1-month hit rate with tail-aware dependency modeling via 10K Monte Carlo simulations. Institutional Trading Concepts (ICT) integration for precise entry/exit levels—risk-reward 1:1.3 to 1:2.5. Manifold-constrained clustering for sector coherence. Generates signals for systematic execution.