Quantitative financeProject record · Sep 2026

Quantitative Finance & Markets

A-share reversal with executable constraints

A short-horizon reversal system with clustering, market-specific tradeability, portfolio construction and futures hedging.

PythonClusteringMean reversionPortfolio optimizationExecution simulation
Why it sits here. Placed by the scope of implementation, the available contribution evidence, and the distinct technical capability it demonstrates.
06 / Two sides. One uncertain future.STUDY IN SPACE

01 / IMPLEMENTATION & CONTRIBUTION

What the work involves

Donald implemented alpha, universe, feature, portfolio, execution, and backtest modules, including clustering-enhanced reversal signals and market-specific tradeability checks.

Technical depth

Lagged signals and next-open execution, overlapping holding periods, clustering-augmented reversals, continuous regime scaling, partial fills, futures beta hedges and factor-alpha diagnostics.

The project family

mean-reversion

02 / RESULTS

What came out of it

The research system connects lagged signals to next-open execution, overlapping holdings, futures hedges, and factor-alpha diagnostics, with execution-simulator test coverage in source.

03 / SUPPORTING EVIDENCE

Follow the source

Implementation notes, project records, and supporting artifacts.

Source context & project scope

Research benchmark numbers in documentation are comparison targets, not achieved project returns. Exact historical execution and paper replication were not rerun; the design filename has an inconsistent year and should not determine public chronology.

Design explicitly separates EOD signals, next-open trades, hedging and market frictions.

SOURCE · 2026-09-17

Factor-alpha evaluation implementation; comparison benchmark is not a project outcome.

SOURCE · 2026-09-17

December 2025 Donald-attributed source and verification changes.

SOURCE · 2026-09-17
CONTINUE IN QUANTITATIVE FINANCE & MARKETS

Market-signal ingestion and replay