performance-attribution

qis - 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.

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

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

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)

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

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.

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

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).

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