Passionate about financial markets, algorithmic trading, and building sophisticated quantitative models to decode market behavior and optimize investment strategies.
import numpy as np
from scipy.stats import norm
def black_scholes(S, K, T, r, sigma):
d1 = calculate_d1(S, K, T, r, sigma)
return S * norm.cdf(d1)
I'm a quantitative researcher and developer specializing in financial modeling, algorithmic trading, and risk management. My work focuses on creating sophisticated mathematical models to understand market dynamics, price derivatives, and develop systematic trading strategies.
Quant Models
Years Experience
Backtests Run
Experience my quantitative finance models in real-time. Run Black-Scholes calculations, Monte Carlo simulations, and explore advanced option pricing models with live data visualization.
Real-time option pricing with Greeks calculation
Stochastic modeling with path visualization
Interactive charts and parameter controls
Side-by-side analysis of different approaches
Black-Scholes, Heston, and exotic options modeling with advanced numerical methods
Stochastic volatility models, GARCH, and volatility surface construction
Advanced simulation techniques with variance reduction and parallel computing
User-friendly financial tools and interactive dashboards for real-time analysis
Statistical validation, performance metrics, and comprehensive model evaluation
Advanced volatility modeling with local volatility surfaces and calibration techniques
I'm always interested in discussing quantitative finance, algorithmic trading strategies, and innovative financial modeling projects. Let's connect and explore opportunities.