Blaque Baux Blue

The "blue" economy — entertainment & film, green energy, and technology.

Blue is a member of the Blaque Baux family. The core repo is the engine and blueprint. Blue points that engine at growth- and future-facing sectors — entertainment/media (DIS, NFLX, WBD), green energy (ICLN, TAN, ENPH, FSLR), and technology (XLK, QQQ). It inherits the engine's governance wholesale.

Not investment advice. Educational/research software. Green-energy and high-growth names are high-volatility and rate-sensitive. Nothing here is validated. See LICENSE.

git clone --recursive https://github.com/blaquebaux/blue.git
julia --project=engine -e 'using Pkg; Pkg.instantiate()'   # one-time engine setup

The thesis

Blue is the growth-and-thematic counterpart to Brown. Its sectors are momentum-prone but also crowded and rate-sensitive, so two family lessons apply: Boom's finding that long high-momentum/quality works but is concentrated in a few names (and must be sized to the real factor count), and the honest caveat that green energy in particular carries heavy macro/rate beta that has to be separated from any real selection edge. Blue's distinctive idea is its half of the Brown-vs-Blue spread — a market-neutral rotation between the two thematic camps, run in Bore.

Research plan (Path A — not yet built)

• Thematic momentum — media / green-energy / tech baskets, vol-targeted; beta-neutral to separate selection from sector beta.
• Brown−Blue rotation spread — the market-neutral long-Blue / short-Brown (or vice-versa) leg.
• Rate sensitivity — measure and, where wanted, hedge the rate beta that dominates green energy, so what's left is the thematic signal.
• Crowding check — effective number of bets across tech/green names (Boom's method).

Nothing above is implemented or validated. This is the map, not the territory.

Research — first pass done

Full detail in research/README.md. Brown and Blue are a pair; the same research lives in both repos. The scorecard:

#	Question	Verdict
1	Is the static Brown−Blue spread alpha?	❌ no — a disguised value/rate bet (−0.10, beta −0.32, corr +0.51 to value−growth)
2	Is the rotation tradeable?	✅ keeper — trend the spread +0.73; rotate camps +0.85 (vs +0.72 hold)

The synthesis: the two camps are distinct (corr 0.54) but each underperforms SPY standalone, and the static Brown−Blue spread is a value/rate bet, not alpha. The rotation is the edge: trend-following the spread (+0.73) and momentum-rotating to the stronger camp (+0.85 vs +0.72 hold) ride the big macro regimes (2020–21 growth: spread −35%; 2022 inflation: spread +40%). Honest caveat: it's sector/style momentum resting on a handful of big regime swings — trade the rotation, never a static side.

Status

Research: first pass complete; rotation keeper — standalone driver built (research/ + live/). Really style/sector momentum on a few regime swings.

live/camp_live.jl runs the Brown/Blue camp rotation on its own through the engine's governed order path + Layer-3 safety gate: hold the stronger-trending camp (126-day), equal-weight, long-only. Dry-run by default (logs the target, places nothing); graduates to Alpaca paper with its own isolated keys/ledger. (Identical driver ships in the brown repo — it's one rotation across both camps.) Not validated to the spine's bar.

BB_DRYRUN=1 julia --project=engine live/camp_live.jl    # compute + log today's camp, no orders

About Blaque Baux

Blaque Baux is a quantitative research initiative and a subsidiary of Carter Warrens. BlaqueBaux.com is the home for the work; the code lives here on GitHub — open to study, test, and build bespoke strategies on top of.

Anyone can point an AI at a market. The edge is understanding what the data actually says — and turning it into something you can act on. We test relentlessly and put most of it on the record as rejected, with the reason; what survives is built, governed, and validated before it is ever called real. That combination — honest research, reproducible evidence, and execution you can trust — is why Carter Warrens leads on strategy and implementation, not merely uses the tools everyone now has.

The Blaque Baux family

This repo is one sleeve of the Blaque Baux family — a single governed engine steered in many directions. The core repo is the base/blueprint and holds the full family roster.

Layout

engine/     the Blaque Baux platform (git submodule → blaquebaux/base)
research/   two Path-A sketches (pair & spread, the rotation keeper) + scorecard
live/       governed live drivers (once a sleeve graduates to paper A/B)

BLAQUE BAUX

Explore the production site, interactive LABS, and open research CORPUS.

License

MIT. © 2026 Carter Warrens.