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portfolio-risk-framework
portfolio-risk-framework PublicMulti-asset portfolio risk framework in Python: three construction methodologies backtested over 19 years, with historical, parametric and Monte Carlo VaR, expected shortfall, stress testing, and K…
Python
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costco-equity-research-valuation
costco-equity-research-valuation PublicEquity research and valuation of Costco (COST) as of 31 Jan 2025: SEC filing data pipeline, driver-based three-statement forecast, DCF with reverse DCF, comparable companies, sensitivity analysis, …
Python
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household-financial-vulnerability
household-financial-vulnerability PublicSurvey-weighted analysis of US household financial vulnerability from five pooled waves of Federal Reserve SHED microdata (60,170 respondents) joined to Census ACS and FRED. DuckDB warehouse, a six…
Python
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nonprofit-fpa-model
nonprofit-fpa-model PublicDriver-based FP&A model for a US nonprofit, built from public IRS Form 990 filings. Six Excel workbooks with live formulas, a three-year scenario forecast, resource-allocation optimisation, and a P…
Python
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