Projects & Models
Live dashboards and analysis tools for quantitative finance.
Portfolio Analytics
Two-portfolio comparison tool covering cumulative returns, drawdowns, Sharpe, Sortino, Beta, correlation matrices, and rolling risk metrics across a broad S&P 500 + Nasdaq-100 + ETF universe.
Beta & Correlation Analytics
Interactive analytics across a large asset universe to compare beta, correlations, Sharpe, and relative performance versus a benchmark. Includes ranking tables and visual diagnostics built for scale.
MACD-V Breadth Indicator (Volatility-Normalized Momentum)
Market breadth dashboard analyzing S&P 500 constituents using volatility-normalized MACD-V with Wilder ATR smoothing. Visualizes momentum regimes, bull/bear ratios, and histogram breadth. Reference: Spiroglou, "MACD-V: Volatility Normalised Momentum" (SSRN 4099617).
Return Observations Analysis
Analyze return distributions, volatility (Rolling/EWMA), z-scores, and consecutive periods without large drops for selected tickers.
Seasonality Terminal
Bloomberg-style seasonality heatmap with stability metrics, rolling regime analysis, and monthly return distributions for any ticker. Supports calendar-effect analysis across equities, ETFs, and VIX.
Macro Economic Modeling
Dashboard analyzing CPI, PCE, GDP from FRED with inflation momentum, scenario projections, and Growth vs Inflation quadrant analysis.