Navigated to start-here
A single journey through the core ideas, live demos, and production case studies.
Skim the foundational posts to see how valuation, risk analytics, and automation are stitched together across the stack.
How reinforcement learning, tax-aware rebalancing, and scenario analysis power the portfolio manager.
Deep dive on crisis simulation, jump diffusion modelling, and institutional reporting.
Breakdown of the multi-model valuation engine and the scenario weighting system.
Designing a screening workflow that links fundamentals, ML signals, and analyst oversight.
Hands-on experiences covering portfolio design, risk, macro sentiment, and quality scoring. Every card links to the dynamic demo library for source snippets.
Goal-based rebalancing, tax-loss harvesting, and explainable risk bands.
Historical crisis templates blended with Monte Carlo drawdown modelling.
Monitor social velocity, fear/greed gauges, and multi-platform sentiment feeds.
12-dimension Graham-inspired scoring with explainable AI overlays.
Dive into the case studies that showcase architecture, performance optimisations, and business outcomes.
Predictive funnels, Core Web Vitals observability, and anomaly triage for operators.
Ensemble ML scoring across 1,200+ factors with ESG and sentiment enrichment.
Borrow-aware dividend capture detection with AI risk gating.
Code excerpts, trusted data sources, and reusable hooks for every interactive experience.
Follow ongoing experiments across AI agents, research automation, and new market data integrations.
Bring your problem set—strategy prototyping, due diligence automation, or institutional dashboards.
Drop a note with your goals and we'll line up a tailored itinerary across demos, source, and architecture.