Projects
A collection of my work in quantitative finance, machine learning, and systems programming
portfolio_optimizer
A comprehensive portfolio optimization tool implementing Modern Portfolio Theory to help investors make data-driven allocation decisions based on historical performance data.
Key Features:
- Multiple allocation strategies (equal weight, minimum variance, maximum Sharpe ratio)
- Configurable rebalancing periods
- Excel export functionality for analysis
trends
A machine learning model that classifies market regimes with impressive out-of-sample accuracy, helping traders identify trend directions and durations.
Key Features:
- 71% out-of-sample accuracy
- ±2 day duration accuracy
- 10-17 day average trend predictions
trading_strat
A sophisticated backtesting framework designed for systematic trading strategy development, featuring comprehensive visualization tools and performance analytics.
Key Features:
- Interactive HTML visualizations
- Comprehensive equity curve analysis
- Multiple strategy support and comparison
chess_engine
A modern chess engine implementation combining Rust's performance with OpenGL graphics for smooth, real-time gameplay visualization.
Key Features:
- Complete chess rules implementation
- Move validation and legal move generation
- OpenGL-based rendering for smooth graphics
dwl
A personalized fork of the dwl Wayland compositor, featuring custom patches and configurations for an optimized Linux desktop environment.
Key Features:
- Custom patches and modifications
- Lightweight and performant
- 2 GitHub stars