Skip to content
View ratemyguy's full-sized avatar
🎯
Focusing
🎯
Focusing
0 followers · 2 following

Achievements

Achievement: Pull Shark

Achievements

Achievement: Pull Shark

Block or report ratemyguy

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse

Pinned Loading

  1. trend-filtered-put-spread-Options trend-filtered-put-spread-Options Public

    Systematic options income strategy — bull put spread selling with ADX trend filter. Python backtest 2010–2024.

    Python 1

  2. cross-sectional-momentum-Equities cross-sectional-momentum-Equities Public

    Long-only cross-sectional momentum strategy on U.S. equities. Monthly rebalancing, 12-1 signal, transaction cost modeling, robustness checks across 6 lookback windows. Sharpe > 1.0 across all param…

    Python 1

  3. ml-alpha-strategy ml-alpha-strategy Public

    ML-driven alpha signal generation for U.S. equities. Ridge, Random Forest, and XGBoost trained with walk-forward validation. XGBoost achieves Sharpe 1.07 out-of-sample. Full feature importance and …

    Python 2 1