Github Projects
Applied quantitative and engineering projects demonstrating data collection pipelines, backend systems and empirical analysis of financial time series
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| Title | Tech | GitHub | Published (UTC) | Updated (UTC) |
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Stability of MACD Parameter Optimization
This project investigates whether historically optimized MACD parameters exhibit stability across time in a vectorbt-based event-driven backtesting framework. Using BTC-USD daily data between 2021 and...
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Docker, Python, ProcessPoolExecutor, AsyncIO, VectorBT, Polars, NumPy, SciPy, SQLAlchemy, PostgreSQL, Yahoo Finance | Repo | 2026-02-09 | 2026-02-10 |
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Oversold Events: A Distributional Analysis on Bitcoin
A systematic analysis of Bitcoin's historical oversold events using RSI(14), showing the conditional distribution of 1–4 month forward returns.
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Python, Polars, TA-Lib, NumPy, SciPy, Matplotlib, yFinance | Repo | 2026-02-06 | 2026-02-10 |