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drawdown-control

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DNSReeves / convex-core-paper

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Deterministic, drawdown-controlled ETF allocation framework (Convex Core) — reproducibility companion to the research paper: model engine, report code, tests, and computed result artifacts. Hypothetical/backtested; not investment advice.

python reproducible-research quant quantitative-finance etf asset-allocation portfolio-construction risk-management backtesting factor-investing pre-registration trend-following volatility-targeting drawdown-control
  • Updated Jul 24, 2026
  • HTML
Portfolio-Drawdown-Analyzer-2026

futurejailerwire / Portfolio-Drawdown-Analyzer-2026

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Portfolio Drawdown Analyzer 2026 – Analyze your portfolio drawdowns via read-only exchange API. Identify which assets drive losses and reduce future risk. Setup.exe included.

desktop-app open-source portfolio-analysis portfolio-management pc-tools risk-analytics read-only-api financial-tools portfolio-risk crypto-risk windows-software-installation-guide crypto-tools-airdrop drawdown-control drawdown-analysis 2026-software
  • Updated Jul 20, 2026
  • Python

SamaySuratwala / UNC-Kenan-Flagler-2026-Undergrad-Alpha-Comp-Patent-Moat-Index

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Patent Moat Index: a 130/30 long-short equity strategy ranking U.S. stocks by patent value intensity, with sector-neutral ranking, 12% target-vol scaling, and a 10-month SMA macro filter. 45-year backtest (1980-2024) cuts max drawdown from -49% to -13% with significant FF5 alpha. UNC Kenan-Flagler Alpha Competition 2026.

python quantitative-finance fama-french crsp alternative-data factor-investing patent-analysis market-timing finance-research unc-chapel-hill long-short-equity volatility-targeting drawdown-control 130-30 sector-neutral alpha-backtesting kenan-flagler
  • Updated Aug 4, 2026
  • Python

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