Machine-learning equity research · FastAPI
AlphaCast
A research workstation that ranks 98 US large caps by expected sector-relative return, compares five models and an ensemble on embargoed walk-forward folds, and turns the signal into a cost-aware portfolio it keeps monitoring.
- Best out-of-sample Rank IC
- 0.024 t = 2.4 · Random Forest
- Net Sharpe
- 1.24 vs 1.09 universe
- Walk-forward folds
- 114 monthly, 20-session embargo