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Featured•2/19/2026• 1 min read
Regime-Aware Portfolio Construction with CVaR and Factor Caps
A modern portfolio process should optimize expected return under tail-risk controls and explicit factor exposure constraints.
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2/19/20261 min read· Muhammad Ahmad Mujtaba Mahmood
LLMs in Quant Workflows: Where They Add Real Edge
LLMs are useful in quant finance when applied to research operations and hypothesis generation, not as a direct price oracle.
LLMRAGNLP
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2/19/20261 min read· Muhammad Ahmad Mujtaba Mahmood
Why Most Quant Signals Die in Production (And How to Save Them)
Strong in-sample signals often collapse live. The failure is usually engineering and validation design, not pure math.
Signal DecayMLOpsBacktesting
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