Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.
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Updated
Aug 28, 2026 - Python
Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.
Rust execution layer for Python trading strategies: deterministic LOB, portfolio backtests, pre-trade risk, and IBKR rebalancing.
A full-stack quantitative finance engine that applies discrete mathematics and Warshall's algorithm to identify systemic market risk and statistical arbitrage opportunities in real-time.
KruppCapital Project: Quant Trading Desk - Public Reference Repository
🛡️Quantitative risk management projects covering Market, Credit, Liquidity, & Tail Risk Analytics used by Banks, Asset Managers, & Financial Institutions.
Hull Tactical v7.1: A regime-aware "grey box" strategy for S&P 500 prediction. Combines Econophysics (Chaos/Entropy) with LightGBM and "Smart Noise" logic to challenge the EMH. (Mean Adj. Sharpe: 0.806)
Multi-agent crypto prediction system using Polymarket, Kalshi, Kronos forecasting & Kelly Criterion — CrowdWisdomTrading intern assessment
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