quant-poc-multi-asset · Week 1 of 12 · open source

38-day Crypto PoC returned −15.1%.

We published the failure. Now we're rebuilding across 4 asset classes, openly, with academic rigor.

⭐ Star on GitHubLive Dashboard →

5-Dimension Excellence

D1 Code

1,000+ tests / 90% cov

in progress

D2 Academic

SSRN 1 + ReScience 1

planned

D3 OSS

300~600 GitHub stars

live

D4 Live

Lighthouse 95+

scaffold

D5 Community

Newsletter 100~800

planned

4 Asset Classes (12-week build)

🇰🇷 Korean Equities

KIS Developers (mock)

A11~A14 (Sector Rotation / Mean Reversion / Pair / PEAD)

W2~3

🇺🇸 US Equities & ETFs

IBKR paper

A15~A18 (Factor / Risk Parity / PEAD / Sector Momentum)

W4~6

📈 US Options

IBKR paper

A19~A21 (Covered Call / VRP / Iron Condor)

W7~8

₿ Crypto (archive)

Binance + Bybit + OKX (read-only)

A1~A6 — 38-day PoC closure

archived

Documentation

Research (16 reports)

Coming W2

Design Specs (4)

Coming W2

Papers (SSRN/ReScience)

Coming W12

Blog

Coming W2

Maintained by Yesol Huh (허예솔). This site focuses on the project. For author identity / career inquiries, see heoyesol.kr (separate main site).