Financial Engineering
Precision in
Uncertainty.
Transform raw chaos into mathematical certainty. We build high-frequency regression models, portfolio rebalancing engines, and deep hedging agents.
Phase 1: Ingestion
Data Refinery
ExtractionOptions, Spot, Rates
CleaningAnomaly filtering & date alignment
UniverseOTM selection, Dividend merge
Surface Model5-Factor Beta Compression
Phase 2: Simulation
Regime Detection
Training Hidden Markov Models (HMM) to classify market volatility states.
LOW
MED
HIGH
Heston Sim10k Futures + Kalman Filter
Phase 3: Execution
> init PPO_Agent(layers=2)
> Loading Convex Constraints... OK
> Epoch 1: Reward +0.4%
> Epoch 50: Reward +12.1%
> CVaR Constraint Active
> Optimal Weights Found.
Deep Hedge Agent
Final Evaluation
The Showdown
Comparing unhedged performance against static optimization and our Deep Reinforcement Learning agent.