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  1. Regime-Aware-All-Weather-Portfolio Regime-Aware-All-Weather-Portfolio Public

    A SPY-centered regime-aware index enhancement strategy with regime-specific stress triggers, trigger-lock exits, and hedge allocation.

    Python 3

  2. crypto-pca-stat-arb crypto-pca-stat-arb Public

    Hourly crypto statistical arbitrage research pipeline using PCA residuals, OU-style mean-reversion signals, and dollar-neutral portfolio construction.

    Python 3