Pinned Loading

1. trading-orb trading-orb Public

   Systematic intraday opening-range breakout strategy on US equities — 10-year validated backtest with walk-forward optimization, statistical robustness suite, and live paper-trading on Alpaca.

   Python 2

2. vrp-harvesting-study vrp-harvesting-study Public

   A five-phase replication-style study of SPX volatility-risk-premium harvesting: VIX calendar, put-writing, conditional VRP gate, tail-risk overlays, and a full bootstrap + 1987 stress analysis.

   Python 1

3. CCJ-Monte-Carlo CCJ-Monte-Carlo Public

   Monte Carlo Simulation CCJ

   Jupyter Notebook 1