Market research systems built for evidence, review, and judgment.

Research systems  ·  All repositories

I build auditable research systems for China equities, index options, commodities, and cross-asset portfolio review. The work starts with reliable source data and ends with a conclusion that can be rechecked: source date, transformations, caveats, and result stay connected.

Operating areas

Data foundations Point-in-time A-share, CFFEX options, and commodity futures datasets with provenance, coverage checks, and usable daily releases.

Market research Cross-asset reports, regime views, and derivative positioning that separate evidence from interpretation.

Portfolio & capital Review workflows, solvency scenarios, and capital tools that turn operating questions into traceable analysis.

Selected systems

Global Cross-Asset Radar An evolving report archive that brings macro, futures, commodities, FX, volatility, and options context into one research surface. Python · Reports · Cross-asset research	China Stock Engine A point-in-time A-share market and reference-data foundation with source-date checks, coverage controls, and auditable daily outputs. Python · PIT data · Quality gates
China Options Engine An engine that turns CFFEX futures and option-chain data into implied volatility, Greeks, gamma exposure, and daily state. Python · CFFEX · IV and Greeks	China Commodities Engine An EOD China commodity futures foundation with explicit provenance, quality gates, and research-ready market surfaces. Python · Commodity futures · EOD
Portfolio Review A monthly portfolio-review workflow from Excel snapshots to traceable Parquet releases, analytics, and asset-level evidence. Python · Parquet · Portfolio analytics	Solvency An insurance solvency and asset-allocation workbench for historical review, scenario shocks, target solving, and capital attribution. Python · Streamlit · Scenario analysis

Working principles

Evidence before signal. Keep source dates, transformations, assumptions, and data gaps visible. Build the smallest useful system that can still be challenged and rechecked; keep sensitive data local where appropriate.

_{Research and educational software. No repository here is an order-generation system or investment advice.}