Financial tools
for markets.
Quantitative finance models, interactive dashboards, and macro research.
Built for analysis.
What you will find here
A collection of quantitative tools and research covering markets, macro, and systematic strategies. Every model ships with documentation and a live interactive dashboard.
Quantitative Models
Portfolio analytics, risk metrics, and systematic trading strategies built with Python.
Interactive Dashboards
Live Streamlit applications for exploring market data, signals, and performance.
Macro Research
Economic indicators, regime analysis, and cross-asset views using FRED and market data.
Latest models
MA Distance %ile
Mean-reversion gauge that ranks the price's distance from its moving average as a rolling percentile. Flags tail events and reports the forward-return distribution at t+1 / t+5 / t+20 following each event.
Portfolio Risk & Return Comparison
Two-portfolio side-by-side comparison with custom weights against an SPY benchmark — cumulative returns, drawdowns, Sharpe, Sortino, Calmar, VaR, CVaR, beta, alpha, information ratio, correlation, R-squared, rolling beta/Sharpe, correlation matrix, and relative performance.
Beta & Correlation Analysis
Beta, correlation, and Sharpe analytics across a multi-asset universe with ranked tables and visual diagnostics against a chosen benchmark.
Notes from the desk Coming Soon
Longer-form content on markets, models, and methodology. What to expect:
- ▸ Macro notes on inflation regimes, yield curves, and central bank policy
- ▸ Trade ideas and position rationale with risk/reward analysis
- ▸ Model documentation and methodology writeups
Explore the projects to see live dashboards and detailed documentation.
Browse all projects →