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  1. blackswan-quants/.github blackswan-quants/.github Public

  2. blackswan-quants/marketregime_hmm blackswan-quants/marketregime_hmm Public

    A quantitative research project focused on detecting and characterizing market regimes through Hidden Markov Models applied to financial time series. Project in collaboration with Polimi Data Scien…

    Jupyter Notebook 12 6

  3. blackswan-quants/intraday-momentum blackswan-quants/intraday-momentum Public template

    Reproducible implementation and extension of an intraday momentum strategy on SPY + QuantConnect-ready research framework.

    Python 4 4

  4. blackswan-quants/nasdaq_causal-analysis_lstm blackswan-quants/nasdaq_causal-analysis_lstm Public

    Project based on analysing causal impact and LSTM sinergies in the NASDAQ

    Jupyter Notebook 2 2

  5. blackswan-quants/dtwclustering_sp500 blackswan-quants/dtwclustering_sp500 Public

    Using the S&P 500 dataset, this paper applies dynamic time warping (DTW) to analyze shifting lead-lag relationships in economic time series.

    Jupyter Notebook 2 3

  6. tommybaresi-creator/fintech-group-work tommybaresi-creator/fintech-group-work Public

    Jupyter Notebook 1 1