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  1. BettingAgainstBetaGLOBAL69 BettingAgainstBetaGLOBAL69 Public

    This project implements a modular Python pipeline for a global Betting-Against-Beta strategy using MSCI World as the Benchmark. It supports long historical benchmarks, configurable data sources, ro…

    Python

  2. BettingAgainstBetaMSCIWRLD BettingAgainstBetaMSCIWRLD Public

    This MSCI-World BAB framework applies today’s proxy universe backward in time, introducing survivorship bias and missing delistings. Betas and returns rely on Yahoo data without fees, liquidity scr…

    Python

  3. BettingAgainstBetaRussel3000 BettingAgainstBetaRussel3000 Public

    This BAB replication uses today’s Russell-3000 universe applied back in time, creating survivorship bias and missing delistings. Betas, returns and factors rely on Yahoo data with no fees, liquidit…

    Python

  4. OrderFlowHeatmap OrderFlowHeatmap Public

    Forked from gelatotrade/Order-Flow-Heatmap

    Pinescript for Order Flow Heatmap on TradingVIew

  5. ShortTermReversal ShortTermReversal Public

    Forked from gelatotrade/Short-Term-Reversal

    An experimental trading project focused on short-term price reversals. It blends systematic trading logic with data-driven modeling to study mean-reverting behavior and evaluate strategy performanc…

    Python