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Nassim-Ta/README.md

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  1. Optimal-Execution Optimal-Execution Public

    Optimal execution simulator comparing Almgren-Chriss and GLFT (Guéant et al. 2012) on BTC/USDT L2 order book data

    Python

  2. Commodity-Return-Forecasting Commodity-Return-Forecasting Public

    Commodity return forecasting pipeline using XGBoost and ElasticNet; walk-forward backtest with embargo, IC 0.12, Sharpe 1.45 after 2 bps costs

    Python

  3. QRT-Data-Challenge-2025 QRT-Data-Challenge-2025 Public

    QRT Data Challenge 2025. 6th/41 academic track; 52.1% accuracy vs 50.8% benchmark on 527K obs / 265 assets

    Jupyter Notebook