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Projects

Ventures I'm building: Induxion, Kaxanuk. The rest is the workbench — quant infra, agent systems, research tools — where the ideas get pressure-tested before they become products.

— Ventures
— Financial research
finport · python · open source

Python libraries

finport: open-source Python libraries for investment work. Portfolio optimization, a point-in-time data store and a SOFR rates engine, built on one rule: every result shows what it rests on.
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cross-asset · regime-classification · python

RoRo — Risk-Regime Switching Model

Cross-sectional risk-on/risk-off classifier from the realized return-vs-volatility slope across 64 country index series — segmented into 10 cuts and validated against FRED proxies.
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fixed-income · yield-curve · python

Fixed Income Studio

Python toolkit and browser studio for U.S. Treasury curve analysis: Nelson-Siegel, Svensson, Vasicek and CIR fits on live public data, Diebold-Li dynamics, ACM term premia and a bond calculator.
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NLP · FOMC · econometrics

CB Policy Analysis

Leak-safe, out-of-sample text-analysis pipeline for FOMC communication. RoBERTa and lexicon tone measures tested against the policy surprise reach a rigorous null; ships a live FOMC Statement Tracker.
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factor-investing · EM/DM · backtesting

Country Rotation Strategies

Factor-based country equity rotation across EM/DM/World: IC-driven factor selection and statistically validated backtests instead of narrative allocation.
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rates · regimes · python

TERMO

Treasury Environment & Regime MOnitor: a weekly reading of which phase the U.S. Treasury curve is in, how confident the reading is and which moves drive it. A thermometer for an investment committee: it describes the curve and does not forecast it.
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— Agents & AI