Submitted to #BitgetHackathon S2: a one-week reversal factor on rTokens, Alpha Factory track.
Sharpe 2.9 net, 75 sessions, positive in both halves. A live book check found 17 of 60 "liquid" names untradable — dropped them, Sharpe went to 5.0.
@Bitget_AIgithub.com/mariocana/bitg…
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Ran a live order-book check on our #BitgetHackathon entry today, 28 min into US cash hours: 17 of 60 "most liquid" rTokens had no book at all (JPM, WMT, JNJ, XOM among them). Dropped them, re-ran: Sharpe 2.9 → 5.0. The untradable names were diluting the signal.@Bitget_AI
One-week reversal factor on Bitget tokenized US stocks for #BitgetHackathon@Bitget_AI
Sharpe 2.9 after costs over 75 sessions, positive in both halves. Pure Python, reproducible.
rToken volume mirrors the US tape but the real book is 10,000× thinner, so we size off the book.
Bitget AI Hackathon S2 is open now!
Backed by @bitget@Alibaba_Qwen@alibaba_cloud
Tokenized US stocks don't sleep. Build an agent for the hours humans sleep.
$50,000 USDT prize pool · Submit by Sep 21
Submit your project = you're in. 👉bitget.com/activity-hub/h…
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