cross-sectional

PyTorch research stack for ML multi-factor trading: 213 factors, bias correction, portfolio optimization, and vectorized backtesting.

【Framework】Let the neural network 'freely' learn the relationship between different stocks. An intuitive example in quantitative finance, tensorflow 1.3.0.

Python package for image analysis of hair curvature and cross-section

Cross-sectional Transformer and FFN for stock return prediction and alpha generation. Implements GKX (2020) NN5 replication and MSRR loss (Kelly et al. 2025) for direct portfolio Sharpe optimization. Avg SDF Sharpe 2.05, significant alpha (t=5.34) unexplained by FF5+Momentum.

An abstract missing value imputation library. EasyImputer employs the right kind of imputation technique based on the statistics of missing data.

Code for parsing hierarchical data in CSPro format, specifically that provided by DHS as individual recode hierarchical data format. Reconstructs the relational table structure of the source data, parses data files into this structure, and loads the data to a PostgreSQL database, enabling reproducible, repeatable cross-sectional analyses

HMSection is a grasshopper plugin for calculation of cross-sectional properties.

Image analysis tool to measure hair cross-sectional micrographs and hair curvature images.

Open-source A-share deep-learning alpha model family with released M² weights, audited historical benchmarks, and reproduction tooling.

This project was conducted in an academic context as a part of my Data Analytics for Business and Society master's at the University of Ca' Foscari Venice. It assesses the potential relationship between the outcome of the US 2020 presidential elections and some of the major economic factors by american county .

Effectively visualizing cluster flows and sizes for sequential cluster analyses using matplotlib.

Morgan Stanley's Quant Challenge Qualifier Competition

Research-grade Quant ML pipeline for cross-sectional residual alpha: ETF ranking, residual targets, portfolio construction, costs, OOS validation, advanced statistics, regime analysis and PCA/covariance risk diagnostics.

Two equity signal studies: cross-sectional monthly ranking of the S&P 500 (rank IC with Newey-West t-statistics, decile and long-short portfolios net of costs) and a time-series OHLC pipeline. Walk-forward validation with embargo, baselines run before models, every number traceable to a committed artifact.

Quantificação do efeito da receita recebida na autodenominação como evangélicos em deputados federais de 2018

Package for incidence estimation via recency assays with single time-point cross-sectional data collection

Associations between dairy farm performance indicators and culling rates under policy driven herd size constraints

Clusterização hierárquica para determinação do número ótimo de clusters de deputados federais evangélicos eleitos em 2018

Stata code for ACBS derivation and analysis on cognitive outcomes in NSHD, for paper: "Associations between midlife anticholinergic medication use and subsequent cognitive decline"