Project

A "C-Like" Language Compiler [C++]  (Repo, permission required) 01/2022 – 04/2022

• Developed a compiler for a simplified programming language as part of the course curriculum

• Mastered fundamental concepts including lexical analysis, syntax analysis, semantic analysis, and code generation

• Demonstrated strong skills in low-level programming and compiler design by implementing the compiler in C++

Financial Data Analysis -- Backtesting on Factors Used in Investment Strategies [Python] (Repo) 04/2022

• Meticulously selected and analyzed common factors prevalent in post-2010 investment strategy literature, ensuring the application of contemporary and validated approaches in our methodologies

• Collected data from Wharton Research Data Services and employed data cleaning strategies to ensure accuracy and reliability of the dataset for analysis

• Applied the Fama-MacBeth regression model for cross-sectional analysis using in-sample data (40k observations), followed by rigorous testing with out-of-sample data to validate the model’s robustness

• Executed machine learning methodologies incorporating simple linear regression, partial linear regression, and Elas- ticNet regression, adhering to comprehensive training, validation, and testing stages for optimal model performance