mexican-markets

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MaxHidalgoLeon / FondoMexicoAlfa

Systematic long-short equity & FIBRA pipeline for Mexican markets. Walk-forward LightGBM signal, SHAP attribution, Banxico regime conditioning. 172 tests · PDF tearsheet · Research report.

python machine-learning lightgbm portfolio-optimization quantitative-finance factor-investing shap emerging-markets systematic-trading fibra walk-forward-validation long-short-equity mexican-markets

Updated Jun 3, 2026
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