Statistical_Arbitrage_and_Conintegration_Strategic_Analyst

Status (2026-09-30): Stalled / WIP name-hold — not an institutional product and not a complete statistical-arbitrage codebase. See STATUS.md.

Public Python remote historically pitched as “Dynamic Statistical Arbitrage & Risk-Aware Backtesting.”
Author context: Jeff Milam (jmiaie).

What you will find here

• A Kalshi market-data helper under copytrade_bot/copytradebot/kalshi.py (exploratory venue adapter).
• A leftover generate_pdf.py aimed at a different project title (sentiment PDF).
• No cointegration screen, Kalman hedge-ratio engine, Fama–French attribution, TCA stack, or verified backtest results in-tree.

Older README language that described Sharpe / IC / capacity KPIs and “institutional-grade” delivery described intent, not measured outcomes in this repository. No performance figures are claimed here.

Canonical / related homes

Concern	Prefer
Quant portfolio narrative	quant-research-portfolio
Sentiment methodology chapter	ML_Sentiment_Augmented_Price_Predictor
Private twin of this name	…_priv

Historical methodology outline (aspirational — not implemented here)

The following bullets are retained only as a research wishlist, not as a claim that this repo executes them:

• Pair / basket cointegration checks (Engle–Granger / Johansen-style)
• Dynamic hedge ratios (state-space / Kalman-style)
• Factor-neutrality checks (e.g. Fama–French-style regressions)
• Transaction-cost and capacity sensitivity

If those land, they should ship with reproducible code, offline fixtures, and honest null/failure reporting — not KPI theater.

How to inspect (offline)

git clone https://github.com/jmiaie/Statistical_Arbitrage_and_Conintegration_Strategic_Analyst.git
cd Statistical_Arbitrage_and_Conintegration_Strategic_Analyst
# Read STATUS.md first. There is no requirements.txt or strategy CLI on main today.

Private twin clone URL (if needed): https://github.com/jmiaie/Statistical_Arbitrage_and_Conintegration_Strategic_Analyst_priv.git