Python implementation of a Contrarian Trading Strategy to backtest market reversal approaches using historical stock data. Evaluate performance metrics such as profit, drawdown, win rate, and Sharpe ratio. Built with yfinance for data fetching and numpy and pandas for data analysis.
A production-grade MVP that challenges algorithmic bias and echo chambers in RAG systems. It audits global news and PDFs to uncover hidden risks and resilience in macro trends. Built with a Researcher–Auditor–Contrarian workflow using LangGraph, it runs locally with Ollama and OpenSearch for privacy.
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