Live portfolio demo / quantitative research systems

Research systems that show their work.

This portfolio pulls three applied workflows into one public review surface: crypto volatility forecasting, quantamental factor research, and derivatives pricing. The site is backed by committed sample artifacts from the repository rather than placeholder marketing copy.

See the evidence Live URL

Exact sample dates, not vague “recent” claims

Interactive options demo runs fully client-side

Every section links back to auditable repo paths

01 / Crypto Volatility Risk Engine

Walk-forward volatility research with a clean public readout

The crypto workflow uses committed BTC and ETH sample artifacts, so the public site stays fast and deterministic while still showing model behavior, risk thresholds, and overlay outcomes.

Market path

Normalized price series

Built from committed log returns and rebased to 100.

Model state

Realized, conditional, and forward volatility

Shows how the conditional process tracks the realized series and bridges into the 10-day forecast.

Risk readout

Why the model matters

Overlay behavior

Vol-managed overlay vs buy-and-hold

Overlay curve is measured over the strategy evaluation window only.

02 / Quantamental Equity Research Platform

Cross-sectional factor research with attribution and screening output

This section packages the backtest window, factor exposures, and latest screening slate into one scan-friendly reviewer workflow instead of spreading the story across notebooks and CSV files.

Backtest result

Strategy curve vs benchmark

Attribution

Estimated factor exposures

Regression betas show where realized performance actually loaded.

Snapshot

Research metrics

Latest screen

Top ranked names

Rank combines factor score and classifier probability.

03 / Options Pricing Toolkit

Client-side pricing demo that still feels like a real desk tool

The options section recreates the pricing logic in-browser so the live link does not degrade into a static screenshot. You can change contract assumptions and immediately see payoff and volatility sensitivity move.

Scenario controls

Interactive contract setup

Expiry profile

Intrinsic payoff and net P/L

Breakeven moves with the selected premium.

Sensitivity

Option value vs implied volatility

The selected implied volatility is marked on the curve.

04 / Review Path

Code, notebooks, and deployment all stay one click away

The live link is the fast scan. The repository remains the source of truth for implementation detail, tests, and the original project pages.

Repository Open the full codebase

Python packages, Streamlit dashboard, tests, notebooks, and sample outputs.

Project Page Crypto volatility writeup

Method, results, and run instructions for the volatility workflow.

Project Page Factor research writeup

Factor construction, screening logic, and backtest framing.

Project Page Options toolkit writeup

Analytical formulas, numerical methods, and validation notes.