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 |
| 3. | Adaptive Portfolio Strategies: Sequential Allocation Methods (2025) Comprehensive analysis of 14 sequential portfolio allocation strategies on diversified ETF portfolio. Includes momentum-based, reversion-based, and pattern-learning approaches with transaction cost analysis. Python, sequential optimization, backtesting | Active |
| 4. | Market Regime Detection Using Gaussian Models (2025) Comprehensive market regime identification across 21 global indices using Gaussian Mixture Models (GMM) and Greedy Gaussian Segmentation (GSS). Detects bull, bear, and transition regimes for adaptive portfolio management. Python, GMM, GSS, regime detection | Active |