Projects

Singapore Banks Stock Analysis

Analyzed 5 years of stock data for DBS, OCBC, and UOB using Python, SQL, and Power BI.

  • Answered 4 business questions on volatility, liquidity, market peaks, and recovery speed.
  • Built an interactive 4-page Power BI dashboard.
  • View on GitHub

Dashboard Preview

Quantitative Pairs Trading Strategy

Built a pairs trading backtest for SingTel (Z74.SI) and CapitaLand Integrated Commercial Trust (C38U.SI).

  • Screened 66 pairs using the Engle-Granger cointegration test (best pair: p = 0.000229).
  • Built a custom backtester with hedge ratio (0.2684) and transaction costs (0.1%).
  • Trained a Random Forest classifier (53.5% accuracy).
  • Read the full write-up
  • View the Code on GitHub