PortfolioPilot

Quant portfolio optimizer and backtesting lab with a Next.js analytics dashboard and live market data integrations.

PythonQuantNext.jsBacktestingFinance

Portfolio construction — conceptual system illustration

Portfolio construction: Market data → Optimization → Backtesting → Risk analytics

Overview

Portfolio optimization and backtesting workspace combining a Python quant engine with a Next.js dashboard. Includes multiple optimizers, vectorized backtests with costs, and live quote monitoring via Finnhub with Redis caching.

Highlights

Mean-variance, risk parity, CVaR, and volatility targeting optimizers.
Vectorized backtesting with turnover, costs, and rolling analytics.
Fama-French factor regression plus FRED risk-free integration.
Live quotes pipeline with Finnhub and Redis caching.
Dashboard sections for optimizer runs, risk views, and run history.