Personal projects I've been working on.
Insights on AI, quantitative finance, and technology trends.
Comprehensive reviews from my reading journey with key takeaways.
Building a macro factor model for sector rotation and SPY timing using rolling OLS, trend filters, and risk-aware portfolio construction.
End-to-end regime-switching model using Hidden Markov Models to learn 4 macro regimes from US growth and inflation for multi-asset allocation.
