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  1. trend-filtered-put-spread-Options trend-filtered-put-spread-Options Public

    Systematic options income strategy — bull put spread selling with ADX trend filter. Python backtest 2010–2024.

    Python 1

  2. cross-sectional-momentum-Equities cross-sectional-momentum-Equities Public

    Long-only cross-sectional momentum strategy on U.S. equities. Monthly rebalancing, 12-1 signal, transaction cost modeling, robustness checks across 6 lookback windows. Sharpe > 1.0 across all param…

    Python 1

  3. ml-alpha-strategy ml-alpha-strategy Public

    ML-driven alpha signal generation for U.S. equities. Ridge, Random Forest, and XGBoost trained with walk-forward validation. XGBoost achieves Sharpe 1.07 out-of-sample. Full feature importance and …

    Python 1