RankAlpha
In progressA cross-sectional equity ranker: it learns to order S&P 500 stocks, turns the ranking into a risk-managed, self-explaining portfolio, and proves it with a leakage-controlled, cost-aware backtest — honest about a modest, not-yet-significant edge.
- Python
- LightGBM · LambdaMART
- Learning-to-rank
- Walk-forward + embargo
- SHAP
- Streamlit
- OOS Sharpe (model vs baseline)
- 1.14 vs 0.82
- Mean Rank IC
- 0.050 (t=1.64)
- Forward paper-track
- +19% ann · 23 mo