Projects
Projects
Most of this is one system, not a set of side projects. A data platform, a factor engine, an orchestration layer and a front end, plus the strategies that run on top and the fundamental research I still do.
The platform
These four are one system, built in the order they depend on each other. The data platform came first because nothing above it is worth much if the inputs are wrong.
Lean Data Platform
The layer everything else stands on: vendor ingestion, point-in-time fundamentals and corporate actions, orchestrated by Dagster across a GitOps-managed Kubernetes cluster.
Meridian factor engine
A factor engine built around four components: prediction, ranking, regime and risk. Each one has to earn its way into the product.
Argus portfolio orchestration
A portfolio operating system. Strategy sleeves produce targets, a portfolio engine builds the book, risk overlays cap it, and the execution layer works the orders through to the broker.
PortDash
One dashboard over the whole platform: NAV and attribution, live factor scores, backtest review and VaR-based risk analysis.
The cluster
Everything above runs on hardware I own and maintain. Two Kubernetes clusters across two sites, managed as code, with a self-hosted GitLab underneath it all.
This site
Hand written, generated by a script with no dependencies, and served from the same cluster as everything else.
Strategies
Systematic strategies developed against the platform's data and scores.
Momentum
Elders Triple Screen
A long only momentum strategy that reads three time frames at once. Built for the quant trading module at SMU, and the only thing from that year still running.
Mean reversion
Pairs trading within the S&P 500
A mean-reversion strategy testing the S&P 500 for correlated and cointegrated pairs, then trading the divergence between them.
Trend following
EMA cross
A trend-following algorithm on QuantConnect using fast and slow exponential moving averages, with volatility-adjusted sizing and a hard drawdown limit.
Markets and research
Valuation, structuring and strategy work, plus the tooling the platform grew out of.
Fundamental analysis
Eversource Energy equity research
A full valuation case study on Boston's main energy provider, company and industry overview, financial analysis, and a three-statement model with DCF and comps.
Structured products proposal
A client case. Rebalance a concentrated equity portfolio and build an income sleeve, using structures instead of going to the market.
What time series models can and cannot forecast
Two projects that answered the same question from opposite ends. Air travel demand forecasts well. Financial returns do not. Their volatility does.
OpenAI and the limits of a first-mover advantage
A case study on whether OpenAI's lead is a structural moat or a fading head start, and why the model layer does not get software economics.