Welcome to

Hair's Portfolio

Domain Expertise

"Knowledge has to be improved, challenged, and increased constantly, or it vanishes" - Peter Drucker

ML Projects

Data Science - Machine Learning

QuantGold Dashboard

QuantGold Dashboard

Advanced Canadian ETF Portfolio Management Dashboard incorporating daily static snapshots, Monte Carlo simulation, interactive macro indicators, quantitative risk and portfolio management.

FinReportRAG

FinReportRAG

An AI-native financial analytics system engineered with a modular microservices approach, integrating FastAPI for high-throughput API orchestration, LangChain for dynamic LLM-driven reasoning, OpenAI's transformer-based models for contextual comprehension, and a high-dimensional vector database for optimized semantic retrieval, as well as agentic AI.

Multi-class Image Classification

Multi-class Image Classification

Multi-class image classification challenge on the modified MNIST dataset, in which each example image contains three different digits. The challenge is to correctly classify them by identifying the highest digit.

WallstreetbetsGenNLP

WallstreetbetsGenNLP

An AI-powered, multi-model behavioral analysis of Wallstreetbets investor discussions.

Road Safety Pilot

Road Safety Pilot - Data Science

Modeling of accidents observed in the last 10 years to provide the city of Montreal with a ranking of the 1864 intersections in terms of safety (from the most dangerous to the least dangerous), so that it can prioritize the riskiest intersections with the aim of improving infrastructure.

CV Parser

CV Parser

An NLP information extraction application for curriculum vitaes.

Multiclass Text Classification

Multiclass Text Classification

Reddit dataset multi-class text classification challenge using integrated NLP analysis and traditional machine learning pipelines using Python libraries such as nltk and sklearn.

Neural Style Transfer

Neural Style Transfer

A couple of images I produced using the famous neural style transfer with different style images.

Automatic Text Summarization

Automatic Text Summarization

Improved automatic text summarization using centroid embeddings combined with Latent Dirichlet Analysis (LDA) as an improvement to the algorithm described in the original paper.

Fintech Projects

Financial Engineering

QuantGold Dashboard

QuantGold Dashboard

Advanced Canadian ETF Portfolio Management Dashboard incorporating daily static snapshots, Monte Carlo simulation, interactive macro indicators, quantitative risk and portfolio management.

FinReportRAG

FinReportRAG

An AI-native financial analytics system engineered with a modular microservices approach, integrating FastAPI for high-throughput API orchestration, LangChain for dynamic LLM-driven reasoning, OpenAI's transformer-based models for contextual comprehension, and a high-dimensional vector database for optimized semantic retrieval, as well as agentic AI.

Algorithmic Trading

Algorithmic Trading

A number of algorithmic trading strategies employing advanced statistical and machine-learning techniques for Equity and Options trading. Development of these strategies tested on QuantConnect.

StockDiversifier

StockDiversifier

An innovative portfolio diversification algorithm using financial engineering and Beta-VAE stock embeddings.

WallstreetbetsGen NLP

WallstreetbetsGen NLP

AI-powered behavioral analysis framework of Wallstreetbets investor discussions using topic clustering, sentiment analysis, text mining, and data analytics with Python, HuggingFace, Streamlit, and Google Cloud.

Portfolio Optimization

Portfolio Optimization

Minimum-variance portfolio optimization with rolling window in R.

Algorithmic Portfolio Management

Algorithmic Portfolio Management

Algorithmic momentum-replication strategy based on the SP500 leveraging advanced statistical techniques and machine learning methods. With the help of a mix between technical and traditional portfolio optimization techniques, we achieve backtesting performance comparable to the SP500.

Risk Management

Risk Management: European Options on SP500

Risk management framework for estimating the risk of a book of European call options on the SP500 by taking into account risk drivers such as underlying and implied volatility. A rigorous theoretical and applied approach is employed with R, RStudio, and Git/Github.