{"repo":"wenwenjiang-lab/quant-research","free":true,"listed":false,"github":"https://github.com/wenwenjiang-lab/quant-research","clone":"git clone https://github.com/wenwenjiang-lab/quant-research.git","description":"Reproducible empirical research on intraday futures and ETF market behavior, with leakage-resistant validation and dependence-aware inference.","language":"Python","stars":10,"topics":["etf","financial-markets","futures","market-microstructure","python","quantitative-finance","quantitative-research","statistics","time-series"],"license":"MIT","category":"trading","readme_excerpt":"Quantitative Market Research Status: active research portfolio. Registered studies may be complete, but this repository does not claim validated alpha or a deployable strategy. Live Research — MLB Information Efficiency Study 05 is now live. A frozen chronological Elo model will create timestamped, pregame MLB win-probability forecasts under a prospective protocol. The study covers the full league and uses the 2026 New York Mets as its public-facing case study. Historical development used 8,566 completed regular-season games; the selected Elo baseline achieved Development log loss 0.684305 versus 0.690881 for a fixed home-win baseline. No profitability, Alpha, or market-beating claim is made. Read the public launch and preregistered research boundary. Start with the concise research portfolio summary or the plain-English research walkthrough . Study 01 produced a registered negative forecasting result and kept its final holdout sealed. Study 02 confirmed a small MNQ–QQQ information-transmission effect in a single-use holdout. Neither result is presented as validated Alpha or a deployable strategy. Study 03 is a prospective, cost-aware economic-relevance protocol. It has not started and contains no performance result. Its role is to test whether a frozen signal survives executable delay, commissions, spread, and slippage on a newly protected sample without reopening either completed holdout. Study 04 is a completed market-microstructure replication study. Ten-level MNQ order-b","default_branch":null,"files":null,"tree":[],"storefront":"/r/wenwenjiang-lab","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/wenwenjiang-lab/quant-research/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}