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Popular repositories Loading

  1. 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

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

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

    Python 1

  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 1

  4. strategy-rmt strategy-rmt Public

    Marchenko-Pastur + parallel-analysis eigenspectrum of strategy correlation matrices. Reference implementation for the M/01 model on daru.finance.

    Python

  5. strategy-tda strategy-tda Public

    H0 persistence barcode under correlation-distance Vietoris-Rips on strategy populations. Reference implementation for the M/03 model on daru.finance.

    Python

  6. 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