stevens Risk
Finding the risk behind the holdings
Mahanth Chintha built a scenario explorer that connects portfolio-level stress results to the individual positions driving them.
By Sharath VenkatFeaturing Mahanth Chintha
the research journal.
Projects, ideas, and the people building them at Stevens SMIF.
Security-Specific
Keeping tomorrow's information out of today's signals
Misha Dvorkin built a filing-aware research dataset that keeps financial reporting periods separate from the dates information became available.
By Connor SpencerFeaturing Misha Dvorkin
Macro
Making macro signals comparable
Iva Buric built a release-aware indicator panel that puts economic series on a common scale without losing their timing or interpretation.
By Connor ByhreFeaturing Iva Buric
Project Management
Making research handoffs easier to pick up
Sawyer Pugh built a project handoff workflow that keeps ownership, dependencies, and review decisions connected as work moves between teams.
By Sohan SunkariFeaturing Sawyer Pugh
Development
Making research runs reproducible
Hajin Lim built a snapshot-based research runner that makes it easier to trace a result back to its data, configuration, and code.
Fixed Income
Seeing where a bond portfolio bends
David Safronsky built a yield-curve scenario tool that explains how different rate movements affect a portfolio of bond cash flows.
By Yuvan AnthonyFeaturing David Safronsky