Projects
Selected Projects
Data products, market research tooling, and quantitative trading frameworks.
FactorModeling
live
A quantitative equity factor research framework in Python with reusable factor operators, rolling factor selection (ICIR, momentum, and MVO), composite-factor construction, and long/short portfolio simulation with turnover and transaction-cost controls.
Python
Pandas
NumPy
CVXPY
Statsmodels
Jupyter
Includes multi-manager backtesting and a performance analyzer for annualized return, drawdown, Sharpe/Sortino, turnover, and leg attribution.