Interactive Brokers Fundamental data for humans

Portfolio Construction Functions under the Basic Mean_Variance Model, the Factor Model and the Black_Litterman Model.

Repository for the AugmentedPCA Python package.

Robin: session-native agentic quant research for factor discovery, portfolio backtesting, and strategy promotion.

A toolkit for asset pricing research

Maps your stock portfolio's implicit macro bets to Polymarket prediction markets and sizes hedges where TradFi diverges from the crowd

Quant research pipeline that converts GitHub developer activity into stock return alpha signals using walk-forward ML validation and long/short backtesting.

matrix-valued time series methods

Streamlit-based portfolio construction dashboard implementing a multifactor model with factor exposure targeting, portfolio optimization, and interactive visualization of portfolio weights and risk exposures.

Quantitative finance project modeling hedge fund returns with Fama-French factors, ridge regression, rolling exposures, and out-of-sample risk attribution.

ML pipeline for monthly U.S. equity return prediction using CRSP / Compustat / JKP factor characteristics. Implements OLS, Ridge, Lasso, XGBoost, and MLP models with rolling-window evaluation and IC analysis.

Reproducible open pipeline for publication-grade global equity data — survivorship-bias-free, point-in-time, identity-resolved. Bring your own API key.

Reproducing Fama-French 3-Factor and Carhart 4-Factor models using CRSP-Compustat data (1962-2025). Python.

Quantitative portfolio risk model using factor regressions, historical simulation, MVO, risk parity, VaR, and CVaR

Reproducibility package for factor-augmented neural conditional density estimation and GDSC drug response prediction.

Point-in-time Python equity research pipeline for replicating and extending Kim et al. (2021) Arbitrage Portfolios, with a runnable synthetic-data demo.

Go to your repo page, click the gear icon next to About on the right side, and paste these in: Description: Dynamic SHAP analysis of factor premia across macro regimes — XGBoost vs Fama-French on a U.S. ETF universe

A forensic teardown of Sharpe ratios: how much is real alpha, and how much is rented from factors, frictions, luck, and overfitting?

Fama-French factor regression toolkit with Newey-West HAC standard errors and rolling-window factor exposures.

Systematic equity factor backtesting framework with portfolio construction, transaction cost modelling, and performance analytics.