Exploring and Collaborating on Machine Learning, Derivative Pricing & Factor Investing
| Programming Languages | Corporate Sponsor/ Personal | Project Name | Topics | GitHub | Materials |
|---|---|---|---|---|---|
| Python, R | Portfolio Manager at Hamilton Lane | MultiFactor Investing | Portfolio Optimization, Factor Investing, Backtesting, Monte Carlo Simulation | Private | PPT Presentation |
| Python, SQL | Attorney at McGuireWoods LLP | Third Party Litigation Finance derivative pricing | TPLF, LLM, NLP, Derivative Pricing, Black Sholes, Alternative Data | Private | Concept paper |
| Python | Personal | Hybrid Approaches to Portfolio Optimization: Integrating Bandit Algorithms and SVRG for Factor Exposures | Machine Learning, Gradient Descent, SVRG, Reinforcement algorithm, Portfolio optimization | Public | Research PDF |
| Python | Personal | Study of Factor Decay & Portfolio Optimization | Factor Investing, Factor Decay, Data Mining, PCA | Public | Research PDF |
| Python, SQL | Senior Quant Analyst at Morgan Stanley | NLP for Predicting Credit Default Swaps Spreads | NLP, CDS, Portfolio Optimization, Sentiment Analysis, TD-IDF | Private | NA |
| Python, SQL, HTML | Former CEO of S&P Global | PA 100 Index | Index Development, Index Analysis | Private | Index Website |
| Python, SQL | Quant at Barclays | Machine Learning Interpretability (collaborated for limited time) | Machine Learning, Fundamental Data, Sentiment Data, Gradient Descent | Private | restricted |
| Python, Go | Personal | Manus AI agent optimization for Quant Finance | LLM, AI agent, Optimization | Private | No material yet |
| Python | Personal | S1: Simple Test-Time Scaling for Quantitative Finance | Alternative Data Processing, Quant Finance AI agent, Optimization | Public | No material yet |
| Python, Go | Personal | Enhancing Investment Strategies Using MinIO for Efficient Data Storage and Management | Data Storage, Data Management, Deployment & Monitoring, Data Warehousing | Public | No material yet |