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ramiuness/README.md

👋 Welcome

Quantitative Research Portfolio Optimization Machine Learning Finance Open Source


🧠 About Me

Quantitative researcher with a background in mathematics and formal training in mathematical and computational finance. I specialize in data-driven portfolio construction, risk modeling, and financial machine learning.
I build and validate investment strategies using tools from stochastic optimization, dynamic programming, and machine learning.
My repositories feature modular, production-grade implementations of models with a focus on robustness, transparency, and empirical evaluation.


🔭 Current Focus

  • End-to-end asset allocation systems
  • Decision-aware predictive modeling
  • Robust performance under uncertainty

⚙️ Tech Stack

💻 Languages & Platforms

Python Julia MATLAB

📊 Data & Visualization

Pandas NumPy Matplotlib Seaborn Plots.jl

🤖 Machine Learning

scikit-learn LightGBM PyTorch Keras JAX

📈 Optimization & Modeling

CVXPY cvxpylayers JuMP Gurobi HiGHS ECOS SCS


📫 Let's Connect

  • 📧 LinkedIn — feel free to reach out for collaboration, questions, or just a chat.

Always learning. Always refining. Always building.

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  1. end-to-end-portfolio-construction end-to-end-portfolio-construction Public

    End-to-end portfolio construction systems exemplify modern quantitative investing where machine learning and optimization are tightly coupled to drive better portfolio outcomes. This repository con…

    Jupyter Notebook

  2. robust-portfolio-optimization robust-portfolio-optimization Public

    This repository provides a comparative study of many variants of portfolio allocation models and their robust counterparts. Instead of relying solely on estimated inputs—such as expected returns or…

    Jupyter Notebook

  3. chance-constrained-optimization chance-constrained-optimization Public

    This repository demonstrates an implementation of chance constrained portfolio allocation using the Sample Average Approximation (SAA) method for chance-constrained programming.

    Jupyter Notebook