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1. rag-eval rag-eval Public

   Rigorous retrieval evaluation over BEIR FiQA-2018: hand-written nDCG/recall/MRR/MAP validated against pytrec_eval to 1e-6, hybrid BM25+dense fusion, cross-encoder reranking, paired-bootstrap signif…

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2. microstructure-alpha microstructure-alpha Public

   Does signed aggressor flow predict short-horizon BTCUSDT returns? A pre-registered, single-use test: IC +0.259 on held-out data, with a ~268x gap to covering taker fees.

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3. pit-warehouse pit-warehouse Public

   Bitemporal financial warehouse on PostgreSQL that answers what the market knew on any past date. SEC XBRL filings versioned by filing date, factors as SQL window functions, property-tested no-looka…

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4. portfolio-risk portfolio-risk Public

   Walk-forward test of whether portfolio optimisation survives estimation error: six methods on 49 NIFTY-50 equities over 77 rebalances, equal-weight wins out-of-sample, and Deflated Sharpe corrects …

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5. vol-surface vol-surface Public

   Arbitrage-free implied volatility surface from 786 live Deribit BTC option quotes: Black-76 inversion matched to exchange marks within 0.003 vol points, raw SVI per slice, with Durrleman g >= 0 and…

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6. credit-risk credit-risk Public

   Credit default model on 590K Lending Club loans: leakage-audited, out-of-time validated, benchmarked against the lender's own pricing, with SHAP reason codes served via FastAPI

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