Projects
What I've built
Each of these is designed, built, and operated end to end — the models, the compute services, and the interface.
Portfolio Optimizer
Crisis-aware portfolio construction using CRRA / Omega utility over a generative multi-regime scenario engine.
A portfolio optimizer that goes beyond mean-variance. Instead of a single historical covariance, it drives optimization with a generative crisis engine that simulates three market regimes — Flight-to-Safety, Rate-Shock, and Everything-Fails — with tunable severity, frequency, and correlation breaks. Build a book from any assets, ETFs, and protective options, optimize composition and sizing, validate out-of-sample, stress-test per crisis regime, and backtest against real history.
Three-regime generative crisis engine with tunable onset, depth, duration, and hedge-failure correlation breaks
Dual objectives: CRRA log-utility (Kelly / fractional-Kelly) and Omega ratio with CRRA sizing
Two-stage solver: composition blend, then leverage-constrained sizing
Protective options with per-crisis strike and implied-vol tuning
Out-of-sample revaluation on a fresh seed for unbiased stats
Per-crisis stress tests: worst-1% outcomes, weights, risk contribution
Historical backtest with equity curve, CAGR, max-drawdown, volatility
Live demo available on request
Financial Analytics Dashboard
A multi-page analytics suite: ETF valuation, fundamentals, options pricing, fund flows, and market-regime detection.
A comprehensive web app for multi-asset analysis, blending ETF-level valuation with stock fundamentals, options pricing, and regime detection across a dozen pages. Data flows from EOD Historical Data and a custom FastAPI backend, with a Redis caching layer and async fan-out across holdings for responsive deep dives.
ETF holdings valuation — GP/EV & EBITDA/EV yields, trend regression, percentile histograms, and distance-to-trend per holding
Fundamentals dashboard — Income / Balance Sheet / Cash Flow with custom time-series charting and analyst-estimate overlays
Options Monte Carlo — single-option Greeks and multi-leg book P&L distributions under volatility scenarios
Options spread builder for multi-leg strategies
ETF price-target analysis from dividend / earnings growth
Fund-flows analysis per ETF
Market-entropy page for regime detection
Redis-cached, async multi-source data pipeline (EOD + custom API)
Live demo available on request