Projects

Take a look at academic and personal projects I've worked on.

Forecasting Realized Volatility with HAR Models: In-Sample Estimation, Out-of-Sample Forecasting & VaR Backtesting

Built and tested HAR-family volatility forecasting models on S&P 500 data in Python, then evaluated their out-of-sample accuracy and use in Value-at-Risk backtesting.

2025

Market Return Predictability: Evaluating Macro-Financial Predictors of the S&P 500

Tested a set of macro-financial predictors' ability to forecast S&P 500 excess returns in Python, as part of a team, from in-sample regression through to a live switching trading strategy.

2025

Factor Investing in Practice: Building and Testing a Quantitative Equity Strategy

Built and backtested a long-short equity portfolio strategy around a stock return predictor, using Fama-MacBeth regressions, factor attribution, and double-sorted portfolios in Python.

2025

Launching a Mutual Fund: A Tableau Dashboard-Driven Market & Competitive Analysis

Built four interactive Tableau dashboards analysing the U.S. mutual fund market to support a strategic proposal for launching a new fund, backed by written and technical reports.

2025

Employee Salary Analytics: Data Cleaning, Insights & Executive Recommendations

Cleaned and analysed a company's employee salary data in Python as part of a team, then delivered executive-level recommendations on departmental pay structure.

2024

Numerical Methods for Stock Market Analysis: Interpolation, Integration & Differentiation on IBM Data

Applied polynomial and spline interpolation, numerical integration, and differentiation in Python to repair, visualise, and extract investment insight from IBM's stock data.

2024

Financial Statement Analysis of Dell Technologies: Assessing Performance, Position and Investment Potential

Analysed Dell Technologies' financial performance and position over three fiscal years to advise a private equity client on whether the stock was a sound investment.

2024

Testing the Q-Factor Model: An Econometric Analysis of Stock Returns in EViews

Built and diagnostically tested a four-factor asset pricing model in EViews to explain an individual stock's monthly excess returns, then presented the findings on video.

2024

Database Management for a Children's Book Subscription Service: MySQL Database Design & Python Application Development

Designed and built a MySQL database from an ERD for a children's book subscription business, then extended a Python application to filter, save, and track customer book box orders.

2024

Portfolio Risk & Diversification Analysis: FTSE 100 Equities and a Probabilistic Equity Report on British American Tobacco

Built and optimised diversified portfolios from 20 years of FTSE 100 price data using Modern Portfolio Theory, then used conditional probability and Bayes' theorem to produce an investment recommendation on British American Tobacco.

2023

CAPM Regression Analysis: Testing Risk, Return and Market Efficiency Across US Equities

Tested the Capital Asset Pricing Model on four US stocks using regression analysis and hypothesis testing, then built the Security Market Line to assess whether each company was fairly priced.

2023

Predictive Financial Analysis of University of Liverpool's Annual Accounts: A Python Data Pipeline

Built a Python pipeline to analyse and forecast the University of Liverpool's income, expenditure and profit/loss, using linear regression and data visualisation to inform financial recommendations.

2023