Capital Compass

Overview

A full-stack equity research platform that turns historical market data into statistically validated return forecasts and interpretable insights.

Capital Compass is a full-stack equity research platform designed to convert historical market data into statistically validated return forecasts and interpretable investment insights. At its core, the system follows a rigorous research pipeline: market data ingestion, feature engineering, model estimation, out-of-sample validation, and interactive visualization. Rather than optimizing for backtest performance alone, the project emphasizes temporal integrity, reproducibility, and forecast credibility. The backend supports repeated experiments and model configurations, enabling walk-forward evaluation across multiple horizons. Forecasts are stress-tested using rolling windows, stability checks, and error diagnostics to understand when and why signals persist or degrade. Results are exposed through APIs and rendered in a modern web interface that allows users to explore factor exposures, compare assets, and interpret confidence alongside predictions. Capital Compass reflects a research-first approach to quantitative finance, combining machine learning discipline with practical decision support.