Crypto strategy research and paper trading
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Updated
Jun 20, 2026 - Jupyter Notebook
Crypto strategy research and paper trading
Cointegration-based pairs trading research lab with walk-forward validation, Deflated Sharpe, and an honest in-sample vs out-of-sample comparison.
Skin vs peer basket mean-reversion signals across 8,281 CS2 items and 64 baskets
BTC-ETH pairs via cointegration — honest null result (ADF −2.11, not cointegrated).
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