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patrickt6/README.md

Patrick Taylor

Applied Math and Computer Engineering at Queen's. NSERC USRA researcher in q-deformed mathematics. I like building tools that check their own numbers.

  • claimtrail: keeps every number in a report traceable to the code that produced it (Python, on PyPI)
  • hmda-audit: fair-lending audit over 36.7M US mortgage applications on a laptop (DuckDB, LightGBM)
  • whale-agent: turns public investment filings into a daily table and weekly notes (whale-agent.com)
  • stable-sharpe: Black-Litterman vs mean-variance backtest on sector ETFs (dashboard)
  • ttcmontecarlo: odds of making your TTC subway trip on time (site)
  • qreals: q-deformed rationals and reals from my research

Claude Certified Architect (Foundations), Canadian Securities Course.

LinkedIn · patrickmtaylor.com · impatricktaylor@gmail.com

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  1. ttcmontecarlo ttcmontecarlo Public

    Monte Carlo simulator for TTC subway delay risk, built on 171,973 open-data delay records. Python, pandas, NumPy, FastAPI; live on Vercel.

    Python

  2. stable-sharpe stable-sharpe Public

    Walk-forward backtest of Black-Litterman against mean-variance on 10 S&P 500 sector ETFs. Python, pandas, SciPy, scikit-learn; Streamlit dashboard.

    Jupyter Notebook

  3. qreals qreals Public

    q-deformed rationals and reals via MGO continued fractions. Python, SymPy, FastAPI.

    Python 2