Pinned Loading

1. itau-quant-challenge-2025 itau-quant-challenge-2025 Public

   Quantitative strategy for the Ibovespa that combines Topological Data Analysis (with Persistent Homology & Mapper), classical factors and meta-models, regime-sensitive HRP. Achieved top 4%.

   Jupyter Notebook 23 4

2. titanium-alpha titanium-alpha Public

   Agentic multi-strategy hedge fund: PatchTST forecasts, 4-agent LangGraph debate, CPCV-OOS + DSR validation, HRP with Ledoit-Wolf shrinkage. 10-year OOS Sharpe=0.766.

   Python

3. mfg-for-financial-market mfg-for-financial-market Public

   Market Microstructure & Liquidity Simulator for B3 using Mean Field Games (MFG). High-performance numerical solver for coupled HJB-Fokker-Planck systems to model price formation and HFT dynamics.

   Jupyter Notebook 3

4. machine-learning-from-scratch machine-learning-from-scratch Public

   Pure NumPy implementations of core ML algorithms: Linear/Logistic Regression, Decision Trees, K-Means, Neural Networks, Recommender Systems, and RL. Focused on mathematical derivation and vectorize…

   Jupyter Notebook 1