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  • Chicago, IL
  • 05:46 (UTC -05:00)

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MilkwoodSF/README.md

"Always the beautiful answer who asks a more beautiful question." - e. e. cummings

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  1. spy-intraday-realized-volatility spy-intraday-realized-volatility Public

    Research on SPY intraday realized-volatility structure, shape, forecasting, state transitions, and the limits of economic translation.

    Python

  2. mes-vrp-public mes-vrp-public Public

    Executable MES volatility-risk-premium research: an 83.87% win-rate short-put baseline, tail-risk stress tests, and the failure of defined-risk variants to preserve the premium.

    Python

  3. iwm-overnight-reversal iwm-overnight-reversal Public

    Historical IWM overnight reversal research using Alpaca auction data. Tests prior-session declines, risk-adjusted returns, and statistical significance.

    Python