A local-first quantitative equity research & paper-trading framework in Python — blending my love of maths, optimization, and machine learning. It ships walk-forward & combinatorial-purged cross-validation with mandatory leakage tests, long-horizon forecasters with conformalized price bands, a nonlinear-dynamics layer (Hurst/fractal, entropy, Lyapunov, RMT, LPPLS bubble detection), and Kelly + Hierarchical Risk Parity position sizing.
I occasionally play chess at chess.com with a rapid rating around 1600. Ping me for a match 😁
I regularly dabble in quantitative puzzles and advanced mathematical problems. I used to contribute to the community at Brilliant.org when it was at its peak (sadly not anymore 😢).