Research
2026
Factor Investing Research
Empirical study of value, momentum, quality, and size factors with rolling attribution.
Finance student aiming for quant
Quant finance, built in code.
A live Django platform for projects, research, market notes, options pricing, and portfolio optimization — designed to grow from portfolio into a real research stack.
PythonDjango 5NumPy
pandasSciPyBlack-Scholes
OpenAI APIPostgreSQL
● LIVE
SPY · 1D · CANDLES + MA(8)
0Projects
0Research
0Posts
BUY · SPY
σ 14.32
SELL · TLT
3
published projects
2
research records
4
market instruments
SQLite
database now
Pages
Separate areas ready for future modules.
01
Projects
Models, dashboards, tools, coursework, and code links.
02Research
Papers, literature reviews, case studies, and notes.
03Market Tracker
Database-backed watchlist, ready for live data later.
04Portfolio Optimizer
Interactive allocation API with saved run history.
05Option Valuation
Black-Scholes calculator with Greeks and saved results.
06Blog
Long-form writing about finance, coding, and learning.
07Backtester
Run SMA, momentum and mean-reversion on live history. Sharpe, drawdown, hit rate vs buy-and-hold.
08Monte Carlo
Price European options with thousands of GBM paths and compare against the Black-Scholes closed form.
Featured
Latest database content.
Projects
Quant Model
2026
Portfolio Optimization Lab
Mean-variance optimizer comparing equal weight, minimum variance, and efficient frontier portfolios.
Dashboard
2025
Volatility Surface Dashboard
Dashboard concept for implied volatility, skew, term structure, and option scenario shocks.
Research
Market Microstructure Notes
A structured review of bid-ask spreads, liquidity, and price impact.
Read researchInterest Rate Risk Study
Duration, convexity, and yield-curve shock analysis for fixed income risk.
Read research