Nasdaq-100 K=5动量选股 + PSQ 50/50对冲 | 5年回测 +112.7% CAGR 16.0% 夏普1.29 卡玛1.25 | 打赏支持冰火岛社区 | EVM Wallet: 0x29f091DAA3dfee8100645ee24239bCC3ae174B42
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Aug 8, 2026 - HTML
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nasdaq-100
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查询纳斯达克100与标普500 QDII 基金公开申购额度、渠道和变化的跨 Agent Skill
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Aug 1, 2026 - JavaScript
Sparse index replication engine: tracks the S&P 500, Nasdaq-100, Russell 2000 and Nifty 50 with a small basket of stocks (~10% of each index) using a custom ADMM solver for L1-regularized portfolio optimization. Built for direct indexing, tax-loss harvesting and low-cost benchmark tracking. Python, FastAPI, Next.js, Azure.
python azure nextjs lasso quant portfolio-optimization quantitative-finance admm convex-optimization l1-regularization sp500 machine-learning-finance fastapi nifty50 sparse-index-tracking direct-indexing tax-loss-harvesting index-replication nasdaq-100 russell-2000
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Jul 15, 2026 - Python
自托管美股指数每日邮件简报｜Nasdaq-100 & S&P 500 Chinese email brief powered by GitHub Actions
rss finance automation typescript email gmail self-hosted investing market-data sp500 github-actions nasdaq-100
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Jun 15, 2026 - TypeScript
Privacy-safe, simulation-only Nasdaq-100 quantitative research workstation with reproducible demo data and model governance
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Aug 3, 2026 - Python
Independent replication of the 5-minute Opening Range Breakout on QQQ (Zarattini & Aziz 2023, SSRN 4416622), stress-tested for execution costs. Break-even at ~2.2¢/share slippage; NQ confirmation filter significant per-trade (t=2.05) but 76% of its PnL is 2022 alone. Placebo control + bootstrap CIs.
python pandas sharpe-ratio quantitative-finance etf brokers backtesting overfitting statistical-significance qqq intraday-trading opening-range-breakout paper-replication nq-futures nasdaq-100 execution-costs
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Jul 27, 2026 - Python
How stocks performed in their first year after being removed from the Nasdaq-100 — a self-contained dashboard and per-stock deep-dives benchmarked against QQQ.
python finance dashboard chartjs pandas data-visualization static-site stock-market data-analysis equities qqq index-fund yfinance survivorship-bias nasdaq-100
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Jun 22, 2026 - Python
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