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.

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)

Unified visualization hub for spread and equity research outputs

Multi-Asset Performance Attribution & UCITS Mandate Suite. Implements Brinson-Fachler sector decomposition, Fama-French 5-Factor risk in R/Python, Active Share & Tracking Error auditing, interactive 3-page Power BI dashboard, and automated Excel factsheets with PostgreSQL.

Moteur d'allocation sous politique de placement : Black-Litterman vérifié chiffre à chiffre contre He-Litterman (1999) et Idzorek (2005), HRP, attribution de Brinson, bandes de rééquilibrage avec coûts

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

Institutional-grade portfolio analytics terminal for an individual investor - attribution, risk, income, options, and tax intelligence, local-first.

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

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

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.

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

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

Attribution multi-périodes qui tombe juste : Brinson-Fachler + quatre chaînages (Cariño, Menchero, GRAP, Frongello) réconciliés à 1e-12 par test, totaux GRAP=Frongello démontrés, TWR/Dietz/MWR validés au centième sur l'exemple du GIPS Handbook 2020. Verdict mesuré : le choix de la méthode ne change pas l'histoire (0,83 pt sur 58,7).

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).