Visual, cost-aware pairs-trading research on TRUMP & MELANIA: OLS, Kalman filters, cointegration and honest limits. English/Español.
Gold relative-value (PAXG/XAUT) and oil timing (CL) strategies on Gate.io perps — cost-aware backtests, frozen delivery
Statistical pair-trading & machine learning research system for relative-price analysis, signal detection, and automated Telegram alerts.
Single-exchange XAU/PAXG perpetual relative-value strategy for Pacifica with delta-neutral execution.
Daily CEF NAV premium/discount relative-value scanner with staged pipeline, risk notes, and T+1/T+3/T+5 reversion tracking.
Relative value research on the Italian BTP curve: QuantLib pricing validated vs Borsa Italiana, Nelson-Siegel-Svensson curve, z-score signals and honest backtests of 4 strategies.
Skin vs peer basket mean-reversion signals across 8,281 CS2 items and 64 baskets
📉 Yield Curve Fitting (Nelson-Siegel) & Corporate Bond Relative Value Analyzer
AuRA: relative-value analytics for MCX gold futures (GOLDM, GOLDTEN, GOLDGUINEA, GOLDPETAL). Normalises to ₹/g fine gold, splits carry from genuine dislocation, and walk-forward tests it net of all costs on 18 months of real MCX data. Result: a rigorous no-edge proof. Live dashboard + MCX order-book monitor. Hack in Hills '26, Track 03.
Point-in-time research on crypto perpetual relative value, funding, lifecycle risk, execution, and portfolio accounting.
Euro SSA repo desk RV framework : market-implied carry & Z-spread analysis (KfW/EIB vs Bund) and synthetic Bund CTD specialness model (Ornstein-Uhlenbeck process) with live Streamlit dashboard.
Crack spread (3-2-1) and 2s5s10s butterfly: one fade rule tested with costs over 20 to 36 years, trade tickets, and a log of what was corrected
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