Alongside the writing, I build and maintain open-source quant infrastructure — the tooling I actually use for research. A curated selection below; the rest lives on my GitHub.

Portfolio construction & optimization

• PortCon — portfolio construction models and analytical tools. Pairs with my posts on the conviction pyramid and constraint attribution.
• OptPort — a portfolio optimizer.
• PortAttribute — portfolio performance & risk attribution (work in progress).

Backtesting & data infrastructure

• Backtest — an event-driven backtesting engine for cross-sectional strategies.
• DataRepo — a data pipeline for investment production, with daily signal, model, and portfolio updates.

Asset pricing & volatility

• VIX — VIX intuition, numerical methods, and a Python implementation. Companion to the Oh, VIX! post.
• Asset_Pricing — a research repo for empirical asset pricing.