Personal projects I've been working on.
Insights on AI, quantitative finance, and technology trends.
Comprehensive reviews from my reading journey with key takeaways.
A cloud-hosted macro monitoring system built to replace expensive terminal workflows with automated data pipelines, Postgres storage, and Grafana analytics.
Building an institutional-grade risk engine to decompose portfolio variance into systematic and idiosyncratic components using Ridge Regression for stable factor attributions.
End-to-end regime-switching model using Hidden Markov Models to learn 4 macro regimes from US growth and inflation for multi-asset allocation.
Dynamic risk-budgeting framework routing capital between trend following, mean reversion and cash using volatility, autocorrelation and VaR overlays.
