Projects

Featured projects in quantitative finance, portfolio construction, and systematic investing.

1. Diversified Stock Portfolio Using Clustering Analysis (2024)
S&P 500 portfolio construction using K-means clustering on risk/return features (correlation, beta, returns, volatility, Sharpe ratio). Backtested vs index.
Python, K-means, backtesting
Active
2. Relative Rotation Graph (RRG) — US Equity (2025)
Dynamic RRG for US stocks vs S&P 500. JdK RS-Ratio and RS-Momentum with animation.
Python, yfinance, Recharts
Active