Explore my collection of quantitative trading, risk management, and financial modeling projects
Interactive tool for portfolio construction using modern portfolio theory, mean-variance optimization, and risk-adjusted return metrics.
Real-time detection and analysis of order flow imbalances to identify short-term price movements and liquidity patterns.
Implementation of Black-Scholes, binomial trees, and Monte Carlo methods for pricing options and exotic derivatives.
Simulation-based risk assessment framework for VaR, CVaR, and stress testing across multi-asset portfolios.
Smart order routing and execution algorithms including TWAP, VWAP, and implementation shortfall minimization.
Agent-based LOB simulator with machine learning models for predicting mid-price movements and liquidity dynamics.
Deep RL agent trained to provide liquidity and manage inventory risk in simulated and live market environments.
Pairs trading and mean-reversion strategies using cointegration analysis and Kalman filtering on live market data.