QUANTITATIVE RESEARCHER · FOR FINANCIAL MARKETS
Quantitative Researcher
Repos for financial markets, quant research, and AI engineering
REPOS · GITHUB PORTFOLIO · RUNNABLE8 REPOS · 3 LANES · PUBLIC + RUNNABLE
03 / github portfolio
8 repos. 3 lanes.
The public record of shipped work. Every repo either ships a runnable scorecard, a reproducible methodology, or a chrome contract that survives review. Click through for the README and the source.
- quantPython
mcp-backtest-server
IP-clean backtest tools over the Model Context Protocol. 4 strategies · 0 market data.
- quantPython
qfin-rag-harness
Citation-grounded retrieval over a 16-paper q-fin corpus. 0 LLM calls · 0 API keys.
- aiPython
numerical-faithfulness-eval
Verify LLM numerical claims against deterministic fixtures. 10 demo · 5 pass · 5 fail.
- aiPython
eval-mcp-server
Slop-evaluation gate as MCP. Primitives 3/3 · round-trip parity 100%.
- quantPython
factor-table-research
Cross-sectional factor model with multiple-testing layer. PBO + CSCV + walk-forward.
- quantPython
regime-conditional-deploy
10-regime × 8-archetype deployment grid. Carry ~95% · vol rare <0.5%.
- infraTypeScript
portfolio-site
This site. Astro 7 · 91 routes · Lighthouse ≥ 95 · WCAG 2.2 AA 100%.
- infraMarkdown
doctrine-corpus
8-corpus + 3-specialist doctrine pack. Sagan · Arendt · Kahneman · Goldratt · Tetlock · Munger · Deming.
LAST UPDATED · 2026-08-09 · UTC+8