Production-grade capital markets intelligence platform ,IPO event studies, sovereign risk scoring, M&A screening, and yield curve decomposition. Zero API keys required.
Corporate credit rating model (V2) — multi‑period, rule‑based engine with Altman Z, peer benchmarking, distress optional hardstops, and optional sovereign cap.
QUANTXT is a fully self‑contained macro‑risk modeling engine built in ANSI C89 and designed to run on real DOS hardware, DOSBox, and retro‑compatible toolchains. It combines a deterministic 13‑factor stress model, a nonlinear system engine, and an XT‑style dashboard UI into a compact, high‑performance analytics suite.
High-dimensional resource allocation with reinforcement learning. A from-scratch PPO agent allocates across a 117-asset universe, beating equal-weight by 12.6% (deterministic) and 5-9% (stochastic, contagion); paired with a five-classifier prediction benchmark on World Bank and FRED macro data. Temporal validation, 1990-2023.
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