A 3-state macro regime model that combines five signals (Copper, Copper/Gold, DXY, US 10Y, WTI) into a composite risk score. Walk-forward validated across 110 out-of-sample months, producing a +1.34% monthly spread on the S&P 500 and +2.01% on KOSPI.
Interactive Streamlit dashboard for visualizing cross-asset price action across customizable date ranges. Pulls live data via yfinance and renders comparison charts used throughout my macro research.
Real-time AI translation of Korean corporate disclosures. A Python pipeline that polls DART every five minutes, parses raw HTML with BeautifulSoup, summarizes filings in English via Claude Haiku, and pushes structured briefings to a Telegram channel — closing the 30-minute to 2-hour information lag global investors face against domestic readers. Currently covers the KOSPI top 20 with type-aware filtering. Deployed on Fly.io (Tokyo region) with SQLite-based deduplication.