# husainm97/quant-lab-alpha

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34 stars · 6 forks · Python · MIT

## Links

- GitHub: https://github.com/husainm97/quant-lab-alpha
- awesome-repositories: https://awesome-repositories.com/repository/husainm97-quant-lab-alpha.md

## Topics

`block-bootstrap` `correlation-analysis` `data-science` `drawdown-at-risk` `factor-analysis` `fama-french` `fama-french-5-factor` `investment-analysis` `markowitz-frontier` `markowitz-portfolio-analysis` `mean-variance-optimization` `monte-carlo-simulation` `portfolio-op` `python` `quantitative-finance` `retirement-planning` `risk-analysis` `risk-mana` `stress-testing`

## Description

Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [Fama-French Five Factor Model], retirement sustainability modeling [Block Bootstrap Monte Carlo], max drawdown/CVaR dashboards, and risk-return optimisation [Markowitz, Ledoit-Wolf] via an intuitive user interface.

## Tags

### Part of an Awesome List

- [Factor Analysis](https://awesome-repositories.com/f/awesome-lists/ai/factor-analysis.md) — Platform bridging academic research and retail investment analytics.