Python based Quant Finance Models, Tools and Algorithmic Decision Making

My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".

Credit portfolio studio: amortization cashflows : PD/LGD/EAD/EL, stress (rate/unemp/collateral), CECL (PV), covenants, pricing — Streamlit

A modular Python framework for researching and backtesting multi-factor equity strategies using classical factors (Value, Momentum, Size), Fama–MacBeth regressions, IC/IR analysis, and long–short portfolio evaluation.

Aplikasi analisis probabilitas trading berbasis Dash Plotly yang mengubah data historis trading menjadi insight probabilistik untuk pengambilan keputusan yang lebih baik.

Quant Finance portfolio

Trend analysis using candlestick & time series charts

Inspired by *Managing real-time risks and returns: The Thomson Reuters NewsScope Event Indices*

Designed a two-stage, end-to-end differentiable trading system in TensorFlow that generates and refines daily portfolio weights across ~800 assets using technical indicators. A simulated trading loop feeds back KPIs, enabling direct optimization of equity and Sharpe ratio via gradient-based training. It runs on Quantiacs.