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1. backtesting-engine backtesting-engine Public

   Python backtesting engine built on NautilusTrader for end-to-end quant research: market data ingestion/validation, microstructure calibration, single-asset and stat-arb strategy creation, walk-forw…

   Python 6 4

2. hmm-adaptive-var hmm-adaptive-var Public

   A regime-switching risk engine that dynamically adapts VaR lookback windows using Hidden Markov Models to capture volatility clustering without the lag of static historical simulation.

   Python 4 2