Selected Quantitative Systems

Portfolio Research & Reproducible Compute

Built a point-in-time equity research pipeline linking WRDS/CRSP to Waterloo compute for portfolio construction, out-of-sample risk, turnover and cost evaluation.

1. WRDS / CRSP CIZ
2. SSH / CPU26
3. Parallel Runs
4. Portfolio Construction
5. OOS Risk / Turnover / Costs

Python · WRDS PostgreSQL · CRSP CIZ · SSH · Waterloo CPU26 · tmux · Git

432 months200-stock universes10/20/50-name portfolios

Trading Simulation & Portfolio Reporting

Built LTG’s trading-simulation workflow connecting trade intake, validation, pricing sources, portfolio state and public reporting.

1. Trade Intake
2. Event Engine
3. Multi-source Pricing
4. Portfolio State / P&L
5. Web Reporting

Google Forms · Google Sheets · Apps Script / JavaScript · Yahoo Finance · Stooq · Twelve Data · MarketData.app · Squarespace

Policy-Path Scenario Engine

Built the quantitative framework used to compare feasible Fed paths across common macro assumptions and stress scenarios.

1. Freeze Inputs
2. Walk Policy Paths
3. Apply Shocks
4. Score Tradeoffs
5. Rank Decisions

Python · Bloomberg/public-source exports · ARDL-style / prior-based transmission · BVARX checks · Scenario simulation · Automated reporting

365 paths17 scenarios6,205 evaluations

Market Data Processing Platform

Built a web application that queues market-data requests, batches API retrieval, processes time series and generates downloadable outputs.

1. Request
2. Queue
3. Batch
4. Retrieve
5. Process
6. Download

Next.js · TypeScript · Node.js · Express · SQLite · node-cron · Polygon