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  1. 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

  2. OrderFlowHeatmap OrderFlowHeatmap Public

    Forked from gelatotrade/Order-Flow-Heatmap

    Pinescript for Order Flow Heatmap on TradingVIew

  3. 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

  4. ConstructionSite ConstructionSite Public

    Python

  5. FrazziniPedersen-CAPM-anomaly-BAB FrazziniPedersen-CAPM-anomaly-BAB Public

    Empirical test of CAPM Security Market Line flattening using Frazzini & Pedersen (2014) methodology. Analyzes beta-sorted portfolios from Ken French data (1963-2013), demonstrates low-beta alpha pr…

    Python

  6. 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