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  • Ateneo De Manila University

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  1. stat-arb-strategy stat-arb-strategy Public

    A modular, event-driven backtesting framework for US Equities Statistical Arbitrage. Implements unhedged reversal, SPY-hedged reversal, and residual momentum strategies.

    Jupyter Notebook 1

  2. song-classification song-classification Public

    Project for Machine Learning

    Jupyter Notebook

  3. advanced-portfolio-hedging advanced-portfolio-hedging Public

    Quantitative risk engine comparing robust Factor Models vs. NLP Semantic Hedging (LLMs) for tax-efficient portfolio management. Implements Huber regression, Nomic embeddings, and UMAP clustering.

    Jupyter Notebook

  4. systematic-equity-alpha systematic-equity-alpha Public

    A quantitative framework for researching, generating, and backtesting systematic equity alpha signals.

    Jupyter Notebook