Quantitative Finance | Financial Engineering | Python Developer
I build quantitative finance models and financial engineering tools using Python.
My work includes:
- Algorithmic Trading Strategies
- Black-Scholes Option Pricing
- Portfolio Optimization (Markowitz Model)
- Value-at-Risk Risk Modeling
- Yield Curve Modeling (Nelson-Siegel)
Currently pursuing advanced studies in Financial Engineering and developing real-world quantitative finance projects.
A collection of quantitative finance models implemented in Python, including risk modeling, derivatives pricing, portfolio optimization, and algorithmic trading strategies.
This repository contains implementations of key quantitative finance models including:
- Algorithmic Trading Strategy
- Black-Scholes Option Pricing
- Portfolio Optimization
- Value-at-Risk Risk Model
- Yield Curve Modeling