Agentic Funds - LangGraph FastAPI Redis Llama 3 VectorBT PyPortfolioOpt

Built a multi-agent AI hedge fund simulator with autonomous agents for research, sentiment analysis, portfolio optimization, risk management, and trade execution.

• Implemented quantitative investment strategies including Momentum, Mean Reversion, Factor Investing, Risk Parity, and Mean-Variance Optimization.

• Developed backtesting and performance analytics modules supporting Sharpe Ratio, VaR, CVaR, Beta, Sortino Ratio, and Maximum Drawdown evaluation.

• Created explainable AI investment reports and a real-time portfolio analytics dashboard using Streamlit and Plotly.

• Designed scalable data pipelines and API-driven architecture using FastAPI, PostgreSQL, Redis, Docker, and open-source LLMs