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  1. SPY_VIX_MeanReversion_Basic SPY_VIX_MeanReversion_Basic Public

    I analyze whether VIX spikes precede higher than normal SPY Sharpes over medium frequencies

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  2. Naive_LS_SnP_Sectors Naive_LS_SnP_Sectors Public

    A relatively naive version of using a multi-factor model to construct a L/S portfolio out of S&P500 sectors

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    Quant trader/researcher Interview Question Collection

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