Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, analysis of quantitative strategies.
Multi-Agent race intelligence system that transforms Formula 1 telemetry dataset into performance attributions
Multi-asset portfolio analytics with institutional-grade attribution and risk decomposition.
Fama-French fund analysis in R using tidyverse. Factor exposure, return attribution, and performance evaluation of investment funds. VCU FIRE 540.
Brinson–Fachler performance attribution for quarterly client reviews (allocation/selection/interaction) with reconciliation checks and report-ready outputs.
Financial analyst project on active portfolio management, factor allocation, benchmark comparison, risk analysis, performance attribution and portfolio optimisation using Excel and Python.
Quantitative performance analysis of ARK ETFs using Carhart 4-factor alpha, FF5 alpha, Sharpe and appraisal ratios.
Active share decomposition of QQQ vs SPY across 108 months (2016-2025): avg active share 62.88%, Brinson attribution with within-sector and sector-level components. VCU FIRE 691.
Portfolio reconciliation, performance attribution, QA controls, and month-end reporting workflow for investment operations.
Prisma — Attribution Intelligence: camada cognitiva que explica a atribuição de performance de fundos em linguagem natural, com RAG, citações, guardrails e trilha de auditoria. Roda 100% local (Ollama).
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