Joshua Lutkemuller, CFA joshualutkemuller
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unstructured_signal_fusion
unstructured_signal_fusion PublicSignalFusion is a regime-aware decision intelligence framework that combines unstructured text and structured quantitative signals to infer latent system states and prioritize events under uncertai…
Python
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Execution-Aware-Intra-Day-Alpha-Model
Execution-Aware-Intra-Day-Alpha-Model PublicA full research-to-production pipeline that learns intraday alphas from order-flow, chooses executions adaptively, and reports slippage-aware PnL with rigorous risk controls.
Python
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vix_hedging_states
vix_hedging_states PublicVIX Term-Structure States for Hedging Timing Problem Statement. Can we use the shape/dynamics of the VIX futures curve to time index put overlays that reduce portfolio CVaR per unit premium?
Jupyter Notebook
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RL_Trading_Bot
RL_Trading_Bot PublicThis project implements a machine learning–based trading strategy (StrategyLearner) that automatically learns and executes trades based on technical indicators. It extends the manual strategy logic…
Python
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constituent_horizon_returns_analysis
constituent_horizon_returns_analysis PublicCalculate horizon returns & other returns-based calculation for index constituents for statistical arbitrage workflow & ETL pipelines.
Python
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