Eleven systems spanning private equity, systematic strategies, and derivatives. Built, tested, and deployed as a unified decision framework.
Ten systems collapse into one research desk.
Live market data, financials, macro, and every engine in the lab. The AI Research Agent runs as the analytical backend.
Repo ReservedSix engines decide. The LLM only writes the memo.
Deterministic recommendation aggregator. Engines run in parallel. The model writes the prose. The rating is locked.
View RepositoryHRP with RMT cleaning beats classical Mean Variance.
Four optimizers, three covariance methods. Ten year rolling backtest across fourteen ETFs. Sharpe 0.62 at 10 percent target volatility.
View RepositoryThe Finance Lab demonstrates three signals at once: real financial understanding, strong data engineering, and decision tools investors actually use.
Each system ships with full test coverage and a Codex audited review. Each engine is reusable. The capstone integrates the prior ten into a single research interface.
Open to roles in private equity, hedge funds, and quantitative research. Available to discuss any of the systems above.