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An implementation of Giuseppe Paleologo's Rademacher Antiserum, designed to assess strategy performance consistency through Rademacher complexity and RAS-adjusted Sharpe Ratios. This code evaluates strategy robustness by applying Rademacher random vectors for anti-overfitting analysis.
Utilized time series, statistic, ML and NLP models to practice. Topics include stock forecasting (algorithm trading), US 2024 presidential election and customer sentimental review.
Quant Whale is a systematic long/short crypto strategy trading BTC and SOL on 1-hour bars. Entries require three-layer confirmation: a MACD crossover as the trigger, RSI within a lookback window confirming momentum exhaustion, and a higher-timeframe trend filter for directional alignment.
A financial ML pipeline that analyzes earnings call transcripts using FinBERT sentiment analysis and predicts post-earnings stock price movements with XGBoost, validated with expanding-window walk-forward backtesting.
Oil Production Flow Rate Prediction with Deep Neural Network Algorithm such as Recurrent Neural Network (RNN) and Long-Short Term Memory (LSTM). This Model will testing with Validation method called Walk-Forward Validation (WFV). Basically the validation seperate in two part, the first WFV over actual data and WFV over predicted data.