Case study
Capital Compass
Quantitative tools for stock mean reversion and beta forecasting.
Overview
Developed quantitative tools to forecast stock beta and mean reversion using ElasticNet models, featuring a web dashboard for signal exploration.
Capital Compass is a suite of quantitative tools designed to analyze stock market behaviors, specifically focusing on mean reversion and beta forecasting. The project leverages ElasticNet regression models to predict stock beta and identify mean-reverting tendencies. A comprehensive web dashboard, built with Next.js and Django, allows users to interactively explore these signals, providing insights into potential mispricings and risk factors. The system integrates data processing pipelines using Pandas and Scikit-learn, backed by a PostgreSQL database for robust data management.
Impact
Enabled identification of potential market mispricings by visualizing mean reversion probabilities and beta trends.