2025Featured
IVSurf is a quantitative volatility and risk analytics terminal. GARCH models combined with scikit-learn ensembles deliver 15% improved prediction accuracy versus baselines. Sub-1s data ingestion pipeline with live recalibration, portfolio optimization, VaR, Sharpe ratio, and beta exposure modules.
Highlights
- —GARCH + ML ensemble with 15% accuracy improvement across equities and crypto
- —Sub-1s streaming pipeline for 100+ assets with live surface recalibration
- —Portfolio optimization, VaR, Sharpe ratio, and beta exposure analytics
PythonStreamlitGARCHscikit-learnyfinance
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