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    1. sgx-multifactor-fypsgx-multifactor-fypPublic

      Systematic multi-factor long-short equity strategy on SGX with Fama-MacBeth tests and a regime overlay (NTU FYP)

      Python

    2. fx-options-vrpfx-options-vrpPublic

      Volatility risk premia in CME G10 FX options on futures, 2010-2026, from Databento GLBX.MDP3

      Jupyter Notebook

    3. treasury-curve-carry-momentumtreasury-curve-carry-momentumPublic

      Carry, momentum and curve strategies on US Treasury futures, 2010-2026, DV01-neutral and costed: momentum in levels, reversion in spreads

      Python

    4. macro-var-research-labmacro-var-research-labPublic

      Macro forecasting horse race: VAR, BVAR-Minnesota, LASSO/Ridge/ElasticNet VARs judged by relative-RMSE with Clark-West, Diebold-Mariano and Model Confidence Set

      HTML 1 1

    5. lstm-equity-forecastinglstm-equity-forecastingPublic

      LSTM vs classical ML for cross-sectional US equity returns: a strict-protocol negative result

      HTML

    6. lowlat-mmlowlat-mmPublic

      C++20 event-driven market-making backtest engine: order book, OMS, risk gate, exchange simulator, Catch2-tested

      C++