Markowitz-Van Dijk Rebalancing
Interactive React app implementing the MvD heuristic for portfolio rebalancing. Transaction cost decomposition, adjustable parameters, efficient frontier visualization.
React
MVO
Transaction costs
Capital Market Assumptions
Multi-tab Excel parameter file for 10 asset classes across 5 macro scenarios: Stable Market, Bull, Bear, Energy Crisis, and Covid-like Shock.
Excel
Asset allocation
Scenarios
Factor Investing — STOXX 600
Systematic stock selection framework for European equities. Factor construction for Value, Momentum, Quality, Size, Low Vol, Dividend Yield and FCF Yield with winsorize/Z-score pipeline.
Python
STOXX 600
Factor models
ML Portfolio Optimization
Python scripts for ML-driven portfolio optimization: market regime detection, robust covariance estimation (Ledoit-Wolf), and full backtesting framework with risk metrics.
Python
scikit-learn
Backtesting
Stegra (H2 Green Steel) Analysis
Full company analysis: value chain, production process, CO₂ footprint, PCAF/PACTA alignment, and production ramp-up table. McKinsey-style deck format.
PCAF
PACTA
Green Steel
ESG
ESG Portfolio Alignment Framework
Portfolio alignment framework covering PCAF, PACTA, NZBA and Basel. Implied Temperature Rise (ITR), carbon intensity metrics, and sectoral decarbonization pathways.
PCAF
NZBA
ITR
Basilea
Tactical Asset Allocation Model
Quantitative TAA model combining macro and momentum signals for dynamic weight adjustments across asset classes. Regime-conditional allocation rules.
Python
TAA
Macro signals
GDP Data Agent
Automated macro tracker for GDP evolution across the US, Germany, UK, Italy, France, and Spain. API-driven data pipeline with tabular visualization and alerts.
Python
API
Macro
Morningstar Fund Scraper
Fund data extraction (returns, volatility, Sharpe, SFDR ratings) via Morningstar's internal JSON API endpoints. Session cookie handling and browser-mimicking headers.
Python
Scraping
SFDR
Market Report Summarizer
Multi-report analysis tool that tabulates impact on economic and financial variables across research from different banks and research houses into a single structured dashboard.
Python
NLP
Research