Skill

longbridge-quant

Quantitative strategy frameworks: pairs trading/cointegration, volatility regime strategies, seasonality/calendar effects, multi-factor models (IC/IR), factor research and screening, correlation analysis, statistical methods (ADF/GARCH), strategy optimization, execution modeling, hedging, and ML-bas

Claim this listing

Connect your GitHub to prove you own or maintain this listing. We verify repo access automatically — most publishers are confirmed in seconds.

1Connect GitHub
2Submit your claim
3Auto-verified, or reviewed within 48h