A quantitative backtest framework comparing 5 strategies (BuyHold QQQ / Timing QQQ / Timing QLD / Timing TQQQ / Combo 60-30-10) using QQQ SMA200 as market regime signal with dip-based DCA entry. 基于QQQ SMA200牛熊择时，对比五种策略（买入持有/QQQ择时/QLD择时/TQQQ择时/60-30-10混合组合）的量化回测框架，支持分批回调建仓。
Flatiron School Data Science Bootcamp Capstone Project.
Testfolio-compatible synthetic leveraged-ETF return series for Python, with proper borrow-cost modeling. Calibrated against real TQQQ to within 5%.
Tax-aware, point-in-time backtesting for German investors — German capital-gains tax modelling (Abgeltungssteuer, Teilfreistellung, FIFO) plus plan-only broker order derivation for Trade Republic and Maxblue.
Deterministic, rule-based intraday momentum strategy trading leveraged ETFs (UPRO/SPXU) at market open, with a full backtest engine, PDT-aware trade tracking, and reproducibility diagnostics.
SOXL/TQQQ Kelly criterion, slot allocation, and -50% shock backtests
한국투자증권(KIS) Open API 기반 미국 주식 자동매매 봇 — 라오어의 무한매수법 Python 구현 예제 (VWAP, 텔레그램, Docker)
Quantitative study of 2x/3x leveraged ETFs (TQQQ, UPRO, QLD, SSO, SPXL) from an Indonesian investor's perspective. 112,882 daily observations, pre-inception simulation validated to 0.66pp, Monte Carlo decay, HFEA variants, and a progressive-tax model. Published with a full audit trail.
Public docs for Coil (coil.trade) — an agent-native, long-only trading system: scanner + dashboard + engine, run in your own AI agent (built for Claude Code) against your own broker's MCP. Docs only — not an MCP server.
Risk dashboard for a concentrated leveraged ETF portfolio.
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