Portfolio

Projects

A collection of applied quantitative finance, risk, and machine learning projects. Each includes a live demo when available, technical documentation, methodology, implementation notes, and results.

Hypothetical Stress Scenario Engine

Cross-asset scenario generation under pinned factor shocks using conditional Gaussian, copula, and PCA methods.

Python Streamlit Risk Conditional Gaussian Copulas PCA

Demo Documentation GitHub

Copula-Tail VaR Engine

Tail-risk model using EVT and t-copulas for multi-asset portfolios, with VaR and Expected Shortfall.

Python EVT Copula VaR Expected Shortfall

Demo Documentation GitHub

Monte Carlo Option Pricer

High-performance C++ option pricing with OpenMP acceleration, antithetic variates, and control variates.

C++ OpenMP Derivatives Monte Carlo

Demo Documentation GitHub

CPI Transformer Risk Dashboard

Deep-learning inflation forecasting and explainability dashboard for macro-financial risk monitoring.

PyTorch Transformers Macro SHAP

Demo Documentation GitHub

AlphaAgents: Multi-Agent LLM Research Platform

Specialist agents for fundamental, valuation, and sentiment analysis with collaborator orchestration for portfolio construction.

Python LLM Multi-Agent RAG Portfolio Construction

Demo Documentation GitHub

Modern Mercantilism Forecasting Challenge

100% quantitative framework forecasting 25 global economic scenarios with econometric models and Bayesian network analysis.

Python Econometrics Forecasting VAR Models Bayesian Networks

Demo Documentation GitHub