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lockbox

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THESIS: Built a hybrid trading system combining ML ensembles, GARCH volatility models and a multi-agent LLM layer (FinBERT, Qwen). Designed a rigorous evaluation (no look-ahead, out-of-sample lockbox, survivorship-bias test, Deflated Sharpe) across 280+ backtests; achieved +5.2% mean OOS return with point-in-time news sentiment.

  • Updated Oct 3, 2026
  • Python

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