Quantitative Researcher building systematic and high-frequency trading strategies through data, statistical modeling, and market microstructure.strategies.
- Brazil
Pinned Loading
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adaptive-hedge-backtest
adaptive-hedge-backtest PublicEducational Python project for walk-forward backtesting of adaptive BTCUSDT exposure and hedge strategies inspired by DRL-based hedging research.
Python 1
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btc-cross-exchange-arbitrage-research
btc-cross-exchange-arbitrage-research PublicCausal validation of BTC spot cross-exchange arbitrage under fees, latency, L1 liquidity and prefunded inventory constraints.
Python
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EdgeIA
EdgeIA PublicReproducible trading research workspace with Binance data, NOFX analysis, and Jesse backtest migration.
Shell
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hft-btcusdt-microstructure-research
hft-btcusdt-microstructure-research PublicBTC perpetual market-microstructure research with causal L2 features, temporal OOS validation and frozen-model replication.
Python
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