Jeremy Xiang — Project Portfolio

Six tested, documented quant & systems projects by Jeremy Xiang, CS + Economics at UW–Madison.

stock-forecast-bench — four OHLC forecasting models under strict walk-forward evaluation
alpha-factor-pipeline — 17-factor alpha research pipeline with long-short backtest
multi-agent-analyst — supervisor agent over three isolated subagents (Anthropic API)
screener-alerts — six event-semantics screening rules with pluggable notifiers
filings-assistant — citation-grounded RAG over financial filings
ticker-clustering — clusters tickers by behavior, not sector label