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Toolbox for signal processing and analysis; the (static and variable) design of classes of bandpass filters based on desired characteristics such as peak frequency, quality factor, and group delay; and the scientific study of cochlear models and auditory perception.
A capital-efficiency-tilted factor model that screens equities for sustainable quality — human + machine equity analysis, built from scratch in Python.
Internship project: quality-filtered momentum backtest on Taiwan stocks (2005-2025), net of costs vs the 0050 ETF. Includes SQL data pipeline, sub-period and parameter robustness checks, and documented look-ahead limitations.