crypto perps alpha
github.comCross-sectional ML alpha on crypto perpetual futures — Ridge+XGBoost under rolling walk-forward, alpha-decay and transaction-cost analysis
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DUCKQUANT / THE QUANT & AI DIRECTORY
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Cross-sectional ML alpha on crypto perpetual futures — Ridge+XGBoost under rolling walk-forward, alpha-decay and transaction-cost analysis
A statistical arbitrage pairs trading strategy for BTC/ETH with full transaction cost analysis.
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