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younghwan91 / portfolio-research

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Portfolio research on US equities — point-in-time data, survivorship-bias-free backtests, walk-forward validation gated by Deflated Sharpe and PBO. 158 factors over 20,931 tickers (1997-2026), plus tactical ETF allocation. Ships the rejections too: 1 adopted, 20+ rejected, and one headline number retracted.

python quant portfolio-optimization sharpe-ratio quantitative-finance etf asset-allocation backtesting point-in-time overfitting factor-model factor-investing tactical-asset-allocation duckdb alpha-research walk-forward survivorship-bias us-equities deflated-sharpe sharadar
  • Updated Aug 17, 2026
  • Python

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