Projects
Quantitative finance, research and software. Each write-up covers the question, the method, the results and what I would do next.
Mean–variance optimisation of a five-ETF universe with SciPy, an efficient frontier, and a chronological out-of-sample backtest against equal-weight and single-asset benchmarks. Modular, tested and reproducible from a saved data snapshot.
Out-of-sample Sharpe: 1.32 for minimum variance vs 0.59 for the in-sample maximum-Sharpe portfolio
A full-stack course discovery platform for LSE students, with course ratings and reviews, grade-distribution visualisations, and friend-based class discovery. Includes email authentication and database-level access control.
Independent student project, not affiliated with LSE. Source code private.
Currently building
Binomial lattice and Monte Carlo pricers validated against Black–Scholes, with Greeks and convergence analysis and a C++ pricing core called from Python.
