Portfolio Risk Decision Engine
A Python workflow comparing portfolio risk, historical stress exposure, and constrained rebalancing decisions.
An independent notebook · 2026OL / XY — 001
Hi, I'm
Olivia Li.
Also Xiaoyu.
NCSU graduate Master of Financial Mathematics
Curious about numbers, stories, places, and everything in between.
A point of view
I work at the intersection of quantitative risk, financial mathematics, and careful questions. Away from the models: cinema, photographs, books, and the wider world.
Finance & researchCinema & observationsElsewhere, in between
01 / Work & research
Questions worth testing.
An implemented risk workflow and a planned equity research direction.
Equity Quant Research Platform
A research direction for point-in-time equity data, comparable signals, and auditable backtests.
02 / Research Notes
Questions behind the numbers.
Notes on portfolio risk, financial data, modeling choices, and research practice.
Read research notesFrom the research blog
From a risk number to a portfolio decision
A methodology note on bringing tracking error, historical stress, concentration, and trading costs into one inspectable workflow.
Read the note03 / Film notesSome stories stay
Some stories stay
after the credits.
Space for close attention to film: what it shows, what it leaves unsaid, and what lingers.
Browse film notes04 / Photography
Looking, slowly.
A visual notebook of travel, cities, and ordinary moments, behind the gate.
Open the gallery