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Popular repositories Loading

  1. dex-tradeability-study dex-tradeability-study Public

    Empirical study of tradeability in DEX-only cryptocurrencies (analysis engines + paper source). Working paper.

    Python 93 1

  2. Monte-Carlo-paper Monte-Carlo-paper Public

    Monte Carlo Filter Evaluation in Walk-Forward Strategy Selection — reproducibility package (Python, Rust, R)

    Python 89

  3. quant-research-framework-rs quant-research-framework-rs Public

    Rust port of quant-research-framework: walk-forward backtester with robustness tests and realism controls. 1-to-1 output parity with the Python reference, ~24x faster.

    Rust 2

  4. quant-research-framework quant-research-framework Public

    Research framework for evaluating systematic trading strategies using walk-forward optimization, statistical validation, and robustness testing in Python.

    Python 1

  5. tail-evt tail-evt Public

    Peaks-over-threshold GPD fits and pairwise tail-coupling chi on cross-asset returns. Reference implementation for the M/04 model on daru.finance.

    Rust 1

  6. lopez-de-prado-work-review lopez-de-prado-work-review Public

    Reproducing and extending Marcos López de Prado's methods at scale across crypto, equities and forex. One folder per study.

    Python 1