Ruang Risiko IDX
Indonesian equity risk research that makes returns, volatility, drawdown, downside estimates, direction probabilities, provenance, and model evidence inspectable.
FocusData quality and reliability · Modeling and validation · Forecasting · Market and risk research · Product delivery
StackNext.js · Vercel · yfinance · GARCH family models
- Built
- A production research interface for five IDX equities plus IHSG, backed by validated market artifacts and archived out-of-sample model evidence.
- Strongest result
- 9,072 successful archived walk-forward forecast rows with 0 failed archived rows.
Quick project context
- Problem
- A price forecast alone does not describe risk. Recruiters and users need to see uncertainty, data quality, benchmark context, and how a model behaved outside its fitting window.
- My role
- I designed and built the reviewed research workflow across market-data validation, quarantine rules, volatility and direction modeling, out-of-sample evaluation, and the public research interface.
- Result
- 9,072 successful archived walk-forward forecast rows with 0 failed archived rows.
- Stack
- Next.js · Vercel · yfinance · GARCH family models · scikit-learn
- Status
- Historical evidence live
- Problem
- A price forecast alone does not describe risk. Recruiters and users need to see uncertainty, data quality, benchmark context, and how a model behaved outside its fitting window.
- My role
- I designed and built the reviewed research workflow across market-data validation, quarantine rules, volatility and direction modeling, out-of-sample evaluation, and the public research interface.
- Result
- 9,072 successful archived walk-forward forecast rows with 0 failed archived rows.
- Stack
- Next.js · Vercel · yfinance · GARCH family models · scikit-learn
- Strongest evidence
- 9,072 successful archived walk-forward forecast rows with 0 failed archived rows.