Projects
A collection of quantitative trading strategies and financial models. Each project includes comprehensive backtesting, risk metrics, and methodology documentation.
Mean-Reversion Strategy for S&P 500 Futures
Developed a statistical arbitrage strategy exploiting mean-reverting behavior in S&P 500 E-mini futures using Kalman Filter for dynamic hedge ratio estimation and Ornstein-Uhlenbeck process for spread modeling.
Hybrid-Adaptive Quant Trading System
A production-ready multi-agent trading brain combining Gramian Angular Field (GAF) pattern recognition, ConvNeXt-Tiny neural network for regime/direction/volatility prediction, and LLM-as-a-judge confidence calibration with pgvector memory.
Volatility Surface Modeling & Options Pricing
Implemented SABR and SVI volatility surface calibration for options pricing, with application to exotic derivatives valuation and volatility arbitrage strategies.