Projects
A collection of quantitative trading strategies and financial models. Each project includes comprehensive backtesting, risk metrics, and methodology documentation.
Financial Forecasting Signal System
Alpha signal system combining Random Forests and Gaussian Copulas across 31 assets (equities, crypto, forex). Delivers 62% 1-month hit rate with tail-aware dependency modeling via 10K Monte Carlo simulations. Institutional Trading Concepts (ICT) integration for precise entry/exit levels—risk-reward 1:1.3 to 1:2.5. Manifold-constrained clustering for sector coherence. Generates signals for systematic execution.
Proprietary Custom Models
Quantitative research library: factor models, mean reversion systems, VaR/CVaR risk analytics, and portfolio construction. LoRA-fine-tuned LLMs for calibrated probability estimates; VL-JEPA for temporal pattern recognition. Multi-asset regime detection, 95% confidence intervals, audit trails—built for deployment where explainability and compliance matter.