MARP-RX 369

Multi-Asset Â· Alpha Â· Regime/Risk Â· Portfolio Â· Realistic costs Â· eXecution

Full name

TesBot369 Multi-Asset Regime-Adaptive Alpha, Liquidity, Portfolio, Risk and Execution Intelligence Engine

Code: MARP-RX 369 Â· works with TRAMSE-369 (regime/alpha core)

Live educational layers (launch)

CVaR / Expected Shortfall (historical)
Extreme Value Theory â€” Peaks-Over-Threshold lite
Amihud illiquidity Â· Kyle Î»-lite Â· Roll spread
Order-book imbalance + microprice (public depth)
Triple-barrier paper labelling (TP / SL / 48h)
Meta-labelling filter (take / reduce / reject)
Transaction-cost & slippage model (paper)
Walk-forward Sharpe lite
Markowitz meanâ€“variance lite (asset + cash sleeve)

Roadmap (not live yet)

Blackâ€“Litterman Â· full multi-asset Markowitz Â· DCC-GARCH Â· Copulas
Almgrenâ€“Chriss Â· Avellanedaâ€“Stoikov Â· TWAP/VWAP simulators
Purged/embargoed CV Â· Deflated Sharpe Â· PBO
Famaâ€“French / multi-factor equity Â· corporate actions Â· breadth / sectors
Blackâ€“Scholes / Heston / SABR Â· Greeks Â· IV surface

Stock and options modules need different data feeds than current Binance public crypto candles.

Disclaimer

Educational decision-support only. Approximations of institutional concepts â€” not a licensed OMS, risk engine, or broker. No guaranteed returns. No auto trading. No exchange API keys collected.