This repository presents a set of finance-focused modelling frameworks spanning quantitative asset management, macro-financial risk, and corporate valuation, designed to reflect institutional investment workflows.
The projects are structured to demonstrate how alpha signals, portfolio construction, and risk frameworks interact within real-world investment systems.
- Quantitative asset pricing and systematic trading strategies
- Multi-asset portfolio construction and risk management
- Macroeconomic and balance-sheet stress testing
- Private equity and leveraged buyout modelling
- M&A valuation and transaction analysis
A multi-asset systematic trading framework that conditions time-series momentum exposure on volatility regimes, extending a regime-dependent asset pricing insight into a fully implemented trading system.
Used to analyse:
- Regime-dependent behaviour of momentum (continuation vs reversal)
- Cross-asset signal robustness (equities, bonds, commodities, FX)
- Transaction cost sensitivity (0, 2, 10 bps) and turnover dynamics
- Crisis-period performance (GFC, COVID, 2022 inflation bear)
- Statistical significance (HAC inference) and factor exposure (CAPM)
→ Repository: volatility-conditioned-momentum-engine
Scenario-based macro-financial stress testing framework for evaluating the impact of adverse macroeconomic conditions on bank balance sheets, credit losses, and capital adequacy.
Used to analyse:
- Conditional capital depletion under adverse macro scenarios
- Timing and magnitude of CET1 shortfalls
- System-level vulnerability to macro-financial shocks
→ Repository: macro-financial-stress-testing
Comprehensive corporate valuation framework for analysing acquisition targets and evaluating transaction economics across multiple valuation methodologies.
Used to analyse:
- Standalone enterprise value using trading comparables and precedent transactions
- Intrinsic firm value via multi-scenario discounted cash flow modelling
- Deal economics including control premiums, consideration structure, and accretion/dilution outcomes
- Sensitivity of valuation to key assumptions such as WACC, terminal value, and strategic synergies
→ Repository: mna-valuation-engine
| Repository | Domain | Description | Status |
|---|---|---|---|
| volatility-conditioned-momentum-engine | Quant / Asset Management | Volatility-conditioned multi-asset momentum engine with regime switching, transaction costs, crisis analysis, and statistical validation | Completed |
| macro-financial-stress-testing | Risk / Macro | Scenario-based macro-financial stress testing of bank balance sheets and capital adequacy under adverse macroeconomic conditions | Completed |
| mna-valuation-engine | Investment Banking | M&A valuation engine including DCF, comparable companies, precedent transactions | Completed |
| multi-asset-portfolio-engine | Portfolio Management | Multi-asset portfolio construction framework covering mean-variance optimisation, risk parity, volatility targeting, and stress testing | In progress |
| lbo-model-private-equity | Private Equity / LevFin | Leveraged buyout model covering sources & uses, debt tranches, cash sweep mechanics, and exit IRR / MOIC sensitivity | Planned |
| pe-operating-model | Private Equity | Operating model focused on revenue drivers, cost structure optimisation, working capital dynamics, and value creation levers | Planned |
| pe-portfolio-monitor | Private Equity | Portfolio company monitoring framework with KPI tracking, covenant surveillance, and cash-flow stress scenarios | Planned |
| equity-factor-strategies | Asset Management / Hedge Funds | Long/short equity factor strategies with transaction costs, drawdown analysis, and regime sensitivity | Planned |
| portfolio-risk-overlay | Portfolio Management / Quant | Execution and risk overlay system covering position sizing, drawdown controls, exposure limits, and capital allocation rules | Planned |
The projects collectively reflect a layered investment framework:
-
Signal Layer
Systematic strategies (e.g. volatility-conditioned momentum) generating directional views -
Portfolio Layer
Multi-asset allocation, weighting schemes, and diversification -
Risk & Execution Layer
Transaction costs, drawdown control, and capital allocation constraints
This structure mirrors how institutional investment systems are designed in practice.
Each repository contains:
- A detailed README explaining financial intuition
- Clear assumptions and limitations
- Reproducible outputs (CSV and visual diagnostics)
- Modular components suitable for extension
These projects are for educational and demonstration purposes only and do not constitute investment advice or reflect proprietary models of any institution.