I'm a Quant Researcher passionate about applying statistical learning methods in finance.
- 🔭 I’m currently working on implementing interesting papers (like this one).
- 🌱 I’m currently diving into Kalman Filter and exploring Decentralized Finance.
- ⚡ Fun fact: I've been on a "no-Coke" streak since January 1st, 2024!
- 💻 Programming: C++, Java, Python, R, SQL
- 📊 Data Analysis: NumPy, Pandas, Matplotlib, Seaborn
- 🤖 Machine Learning: Scikit-Learn, PyTorch, TensorFlow, NLTK
- 🔧 Infrastructure: AWS S3, Redis
- Derivatives Pricing
- Asset Allocation
- Market Microstructure