Coursework, projects, and datasets from the MSc in Financial Engineering (MScFE) program at WorldQuant University.
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Updated
Mar 18, 2026 - Jupyter Notebook
Coursework, projects, and datasets from the MSc in Financial Engineering (MScFE) program at WorldQuant University.
Automated daily signal extraction from global equities. Integrates Federal Reserve (FRED) macro indicators for systemic risk filtering. Developed with a focus on statistical mean reversion, market neutrality, and autonomous cloud execution.
Autonomous Market-Neutral Alpha Engine (v5.2) utilizing LightGBM and Polars for systematic signal extraction from global equities.
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