Measuring stuff that's hard to measure.
Creatively applying data, analytics,
and technology. large-language-models. artificial intelligence. specialized APIs. quant research. data engineering. web-scraping. machine learning.

Your Outsourced Data Lab

We design and develop customized technical solutions for investment firms and other insight-driven organizations.

Consulting for over three years, we've established a track-record of innovation and client success, even making a few friends along the way.

Data Engineering
Textual Analysis & NLP
Artificial Intelligence
Quantitative Research
Custom Applications
Guidance & Training

The Quant Workshop

The Quantitative Workshop is home to a wide range of personal projects, from data scrapers to research papers. We use this space to prototype and share new ideas.

Here are a few examples of our work:

The CFA's AI Handbook: Extracting Text-Based Insights

A Hands-On Guide for Developing and Applying Custom ESG Metrics. The chapter presents several increasingly effective applications of NLP (including entity-recognition, topic-detection, and sentiment) in ESG, as well as novel techniques to identify cases of 'greenwashing.'

 
research NLP
Updated: 2023-03-28 Status:
Scraping ETF Constituents from iShares.com

ETF holdings provide a surprisingly rich variety of base-line ingredients for most any quant-project: a universe of names (across any region or market segment), symbology (name/ticker/cusip/sedol), sector and style assignments (for basic risk control), and benchmarks for active strategies.

data-pipelines
Updated: 2020-08-31 Status:
Bare-bones Brinson Attribution

Lightweight implementation of Brinson Attribution: understand and decompose return drivers of your portfolio into stock-selection vs. allocation, along any single or hierarchical category.

 
investment analytics
Updated: 2020-08-31 Status:

Some projects serve a specific purpose, others don't, but all are developed along the simple philosophy that the more you build, the more you share, the better you get.

When Less is More

My name is Tal Sansani and I operate this space. I am supported by a small-but-generous network of advisors and specialists.

I started this data lab after many years of leading quantiative research & development at a large investment firm. This new venture connects me more directly with the people I'm helping and the problems I'm solving, ultimately leading to more creative and meaningful outcomes.

You can learn more about me here, or take the scenic route with quotes that I love.

Let's Connect

Thank you for taking the time to visit this tiny corner of the web. If you’d like to connect, ask questions, or just say hi, email me here: tal@offscript.systems