performance-attribution

Performance analytics, portfolio backtesting, risk analysis, and factsheet reporting in Python

Quantitative performance & risk analytics: 150+ financial metrics, portfolio optimization, Monte Carlo simulation, and attribution — the actively maintained successor to empyrical, pyfolio, and alphalens.

Multi-Agent race intelligence system that transforms Formula 1 telemetry dataset into performance attributions

Multi-asset portfolio analytics with institutional-grade attribution and risk decomposition.

StockTrak portfolio simulation (+109% in 8 weeks) with an honest quantitative post-mortem: CAPM shows beta 7.5 and zero significant alpha — leverage, not skill (MSF coursework, UC Riverside)

Brinson–Fachler performance attribution for quarterly client reviews (allocation/selection/interaction) with reconciliation checks and report-ready outputs.

Institutional-grade portfolio analytics terminal for an individual investor - attribution, risk, income, options, and tax intelligence, local-first.

Multi-Asset Performance Attribution & UCITS Mandate Suite. Implements Brinson-Fachler sector decomposition, Fama-French 5-Factor risk in R/Python, Active Share & Tracking Error auditing, interactive 3-page Power BI dashboard, and automated Excel factsheets with PostgreSQL.

Financial analyst project on active portfolio management, factor allocation, benchmark comparison, risk analysis, performance attribution and portfolio optimisation using Excel and Python.

Fama-French factor attribution with HAC errors and bootstrapped alpha. Four names, eleven years, no significant alpha.

Unified visualization hub for spread and equity research outputs

Fama-French fund analysis in R using tidyverse. Factor exposure, return attribution, and performance evaluation of investment funds. VCU FIRE 540.

Portfolio reconciliation, performance attribution, QA controls, and month-end reporting workflow for investment operations.

Active share decomposition of QQQ vs SPY across 108 months (2016-2025): avg active share 62.88%, Brinson attribution with within-sector and sector-level components. VCU FIRE 691.

Suivre un plan de placement, limiter les achats et ventes, puis expliquer le résultat. Test sur six fonds canadiens avec et sans prévisions.

Prisma — Attribution Intelligence: camada cognitiva que explica a atribuição de performance de fundos em linguagem natural, com RAG, citações, guardrails e trilha de auditoria. Roda 100% local (Ollama).

Quantitative performance analysis of ARK ETFs using Carhart 4-factor alpha, FF5 alpha, Sharpe and appraisal ratios.

Expliquer pourquoi un portefeuille fait mieux ou moins bien que son plan. Séparer le choix des marchés du choix des fonds et vérifier que les chiffres s'additionnent.