GitHub - Guillain-RDCDE/Open-Alpha-Lab: Close-to-open return decomposition, a rigorous critique of the overnight 'manipulation' claim, and an honest cost-aware backtest of the buy-at-close / sell-at-open strategy. Reproducible · tested · not investment advice.

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Close-to-open return decomposition, a rigorous critique of the overnight 'manipulation' claim, and an honest cost-aware backtest of the buy-at-close / sell-at-open strategy. Reproducible · tested · not investment advice.

guillain-rdcde.github.io/Open-Alpha-Lab/

python reproducible-research quantitative-finance backtesting anomaly-detection market-microstructure overnight-returns

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