FINANCIAL
INTEL_VAULT
Strategic ecosystem of quantitative intelligence and automation for the financial sector.
Luis Fabio Yoplac Cortez
Quantitative Economist & Systems Builder
Economics graduate from Universidad Nacional Mayor de San Marcos (UNMSM). Specialized in the automation of financial decision-making through algorithms, quantitative models, and Artificial Intelligence integration.
Passionate about financial options and deep risk control. My philosophy is simple: build tactical and robust tools that translate market complexity into demonstrable operational advantages.
Alma Mater
UNMSM - Economía
Core Focus
Quant, Options, Risk Control
Select Your Entry Vector
The Financial Intelligence Laboratory is structured for multiple disciplines. What is your objective?
ANALYSTS & FINANCE
Access reports, options simulators, and macroeconomic classification screens (Macro Regimes).
DEVELOPERS
Explore the code architecture, repositories, and automation pipeline in the Python Lab.
EXPLORERS
Discover practical utilities and friendly AI-supported simulators to understand market strategies.
System_Updates_Log
DISPATCH_LOG
SWINGFISH_AI_DEPLOYED
Institutional-grade terminal for Swing Trading. Multi-agent logic committee fusing LangGraph with advanced quantitative filters.
OPTIONSTRAT_AI_RELEASE
Advanced Derivatives Simulator powered by Artificial Intelligence and quantitative mathematics. Integrates Black-Scholes-Merton and institutional sentiment filtering.
Control Modules
System Architecture / V1.0.2
Broker Extension Tools
Advanced quantitative integrations for real-time portfolio analysis, institutional risk management, and automated order execution. These tools have transitioned from experimental models into professional-grade systems.
INITIALIZE CONNECTION
The Showcase
Public ledger of deployments and in-house quantitative systems.
OptionStrat AI
Advanced options strategy simulator integrating artificial intelligence for predictive analysis and payoff optimization.