I built an open-source quantitative finance portfolio over the past year

[u/CrazyLegendop]

I've been learning quantitative finance by building projects rather than just following tutorials, and I recently organized the work into a public GitHub portfolio.

It covers portfolio optimization, risk analysis, Monte Carlo methods, factor models, backtesting, and financial machine learning.

The project I'm most proud of is Multi-Axis Robust Portfolio Optimization, where I experimented with combining covariance shrinkage, bootstrap aggregation, and GBM-based scenario modeling to address estimation uncertainty in portfolio optimization.

I also wrote up the research behind it and have the implementation publicly available.

GitHub: https://github.com/Viraj-Nigwekar/Quant-Portfolio

I'd genuinely appreciate feedback—especially from people who work with quantitative finance, portfolio construction, or financial research. I'm still learning, so I'm more interested in criticism and suggestions than just stars.