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  1. ercot-battery-dispatch ercot-battery-dispatch Public

    End-to-end ERCOT battery trading system: LightGBM price forecasting feeding a MILP dispatch optimizer, backtested to 70% of the perfect-foresight arbitrage ceiling.

    HTML 1

  2. portfolio-monte-carlo-var portfolio-monte-carlo-var Public

    Portfolio optimization and risk analytics combining Modern Portfolio Theory with Monte Carlo simulation — VaR, CVaR, drawdown, and benchmark comparison against SPY.

    Jupyter Notebook