This comprehensive portfolio optimization framework integrates with the existing risk management and analytics system. Here's what's included: PortfolioOptimizer class with multiple optimization strategies: Maximum Sharpe Ratio Minimum Volatility Maximum Return Risk Parity Key Features: Flexible constraint handling through OptimizationConstraint dataclass Efficient frontier generation and visualization Integration with RiskAnalytics for risk metrics Integration with RiskManager for risk constraints Comprehensive … Continue reading Comprehensive Quant Workflow 2 Portfolio Optimization

Risk analytics and Decomposition import numpy as np import pandas as pd from typing import Dict, List, Tuple, Optional from dataclasses import dataclass import statsmodels.api as sm @dataclass class FactorExposures: market_beta: float size: float value: float momentum: float quality: float volatility: float class RiskAnalytics: def __init__(self, returns: pd.DataFrame, factor_returns: pd.DataFrame = None, benchmark_returns: pd.Series = … Continue reading Comprehensive Quant Workflow 1 Risk Management

comprehensive overview: Risk Analytics and Decomposition: Factor risk decomposition (market beta, size, value, momentum, etc.) Tracking error analysis vs benchmark Stress testing and scenario analysis Value at Risk (VaR) calculations Expected shortfall/Conditional VaR Risk attribution by factor/sector/asset Portfolio Optimization: Mean-variance optimization Black-Litterman model implementation Risk parity portfolio construction Transaction cost optimization Multi-period optimization Robust optimization … Continue reading Comprehensive Quant Workflow 0

The advent of artificial intelligence has rendered many once-unassailable businesses vulnerable. Rapid advances in technology have democratized access to information and tools, empowering individuals with the right mindset to challenge established norms. I am a relentless disrupter with a deep understanding of how the knowledge and strategies that once protected these businesses are now fully … Continue reading New Era of AI

There exists a collection of servers available in MCP GitHub: modelcontextprotocol/servers: Model Context Protocol Servers. However, this documentation primarily focuses on the code necessary to construct a weather service MCP server, which I intend to catalog here for future reference. As the number of contributors will increase, MCP has the potential to harness the capabilities … Continue reading Building a Weather Service Model Context Protocol (MCP) Server

An engineer at Tinybird already built a MCP server so it's good to follow along and grasp the nuances and intricacies in leveraging MCP. But more time-saving to go to MCP github. Before jumping to server.py, go over concepts again decorator, decorator such as @measure_time is classical, in class, note @property is a built-in decorator that transforms a … Continue reading Following a Real Case: Building a Model Context Protocol (MCP) Server

The recent MCP issued by Anthropic is reminiscent of the role that ODBC (Open Database Connectivity) played for databases in the 1990s: making connectivity simpler and more consistent.  According to Vernon Keenan at salesforce dev, MCP is designed to solve a fundamental problem in enterprise AI adoption: the N×M integration issue—the challenge of connecting a multitude of … Continue reading MCP is like ODBC Years Ago

Real-Time Threat Detection with AI on Edge Devices it Proposes a system for physical threat detection using real-time edge computing to improve efficiency and privacy (Khakurel & Rawat, 2024). Existing codes to detect edge object: YOLOv5 model to detect objects in real-time from a webcam or video stream using edge computing: The lightweight YOLOv5s model … Continue reading Real Time Threat/Edge Object Detection Using AI

Marketing and Publicity is Key in today's fast-paced and highly competitive business landscape, as they play a fundamental role in driving awareness, engaging potential customers, and ultimately boosting sales. A well-executed marketing strategy helps businesses effectively communicate their unique value propositions, ensuring that their target audience understands what sets them apart from competitors. Publicity, on … Continue reading Marketing and publicity are key; do things with spontaneity

Anthropic has just launched the MCP modal context protocol, which greatly enhances the AI agents' building process, making it more standardized, seamless, and user-friendly than ever before! There are still ample room for improvement, such as enabling remote/virtual setup. In my experience, even though I installed the Anthropic desktop app without administrator privileges, with the … Continue reading MCP from Anthropic Revolutionize Building AI Agents