Analyze. Model. Alpha.
MelQuantLab is my growing portfolio of quantitative research, financial-data analysis and systematic-investing projects. The repository is deliberately organised as a learning and research journey: foundational programming first, then market-data analysis, followed by deeper investment research.
Observe → Question → Test → Measure → Reflect → Improve
Every project must answer the same six questions:
- The Why: Why are we doing this?
- What problem am I trying to solve?
- Why does this matter in financial markets?
- How did I test it?
- What did I learn?
- What would I improve next?
- What is the bigger picture?
This structure keeps the work understandable to humans while preserving the technical evidence needed for reproducibility.
quant-lab/
├── README.md
├── 01-trader-toolkit/
│ ├── 01-trade-calculator/
│ ├── 02-options-analytics/
│ ├── 03-relative-value-screener/
│ ├── 04-market-maker-simulator/
│ └── 05-bond-analytics/
├── 01-python-foundations/
├── 02-financial-data/
│ └── moving-average-backtester/
├── 03-quant-research/
├── white-papers/
└── datasets/
Folders will be added as completed work becomes ready to publish. Empty categories are shown here as the intended roadmap rather than being populated with placeholder projects.
- Project 1: Trade & Risk Analytics Calculator — a tested risk workstation for execution attribution, position sizing, strategy expectancy, Kelly analysis and portfolio risk-limit checks.
- Project 2: Black-Scholes Options Analytics — European option pricing, Greeks, implied volatility, scenario analysis and put-call parity implemented from first principles.
- Project 3: Credit Relative Value Screener — a PM-style credit workflow combining peer and issuer-curve dislocations, rolling z-scores, walk-forward evidence, liquidity/cost filters, risk sizing and implementable same-issuer switch ideas.
- Project 4: Market Maker Simulator — an interactive bid/offer game with client flow, inventory skew, adverse selection and marked-to-market P&L.
- Project 5: Bond Pricing, Yield & Duration — fixed-rate bond valuation, YTM solving, duration, convexity, DV01 and exact interest-rate shock scenarios.
The Trader Toolkit is being developed as a defined ten-project collection:
- Trade & Risk Analytics Calculator — complete
- Black-Scholes Options Analytics — complete
- Credit Relative Value Screener — complete
- Market Maker Simulator — complete
- Bond Pricing, Yield & Duration — complete
- Value-at-Risk & Stress Testing — planned
- Pairs Trading & Cointegration — planned
- Order Book & Liquidity Analyzer — planned
- Portfolio Optimizer — planned
- Yield Curve & Forward Rate Analyzer — planned
- Project 1: SPY 50/200 Moving-Average Backtester — a bias-aware, cost-aware comparison of a simple trend-following rule with continuously holding SPY.
- Research questions and assumptions are stated before conclusions.
- Signals are implemented without look-ahead bias.
- Transaction costs and limitations are made visible.
- Automated tests protect important calculations.
- Negative results are retained when they are informative.
- Plain-English explanations accompany technical outputs.
The material in this repository is historical research and education, not investment advice or a claim of future performance.