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  • Preview sometimes doesn't work for some reason, but you should be able to see it once you download them.

XRP_modeling: builds mean reversion strategy on Ripple

NQ_modeling: builds mean reversion strategy on Nasdaq 100 E-mini Futures

SampleThresholdAnalysis: Evaluates robustness of threshold by testing through various lookback, holding period, thresholds etc.

Feature Research: Runs various tree-based feature importance tests

SignalMining: Iterates through various combinations of features to mine trading signals