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fractal-vol-forecast
fractal-vol-forecast PublicMultifractal volatility forecasting pipeline inspired by Benoit Mandelbrot’s work on financial fractals. Builds HAR-style baseline targets from CRSP S&P 500 constituent returns, then adds MF-DFA–ba…
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market-inefficiencies
market-inefficiencies PublicData science/quant project exploring market inefficiencies via cross-venue price dislocations, with an end-to-end Colab notebook runner.
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market-inefficiencies-pipeline
market-inefficiencies-pipeline PublicCross-venue price dislocation pipeline (crypto microstructure): collect ticks → detect spread events → backtest with trading frictions.
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portfolio-risk-dashboard
portfolio-risk-dashboard PublicPower BI (web) portfolio risk dashboard powered by a reproducible Python pipeline (prices → portfolio → rolling risk metrics → stress scenarios).
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