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.
📊 Query financial data effortlessly with an intelligent dashboard that turns natural language into SQL queries for clear insights and visual reports.
Brinson–Fachler performance attribution for quarterly client reviews (allocation/selection/interaction) with reconciliation checks and report-ready outputs.
Fama-French fund analysis in R using tidyverse. Factor exposure, return attribution, and performance evaluation of investment funds. VCU FIRE 540.
Quantitative performance analysis of ARK ETFs using Carhart 4-factor alpha, FF5 alpha, Sharpe and appraisal ratios.
Portfolio reconciliation, performance attribution, QA controls, and month-end reporting workflow for investment operations.
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.
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