ALL PROJECTS
Financial modeling, machine learning, and data-driven research
Built & Live
15 projectsAdvanced Option Pricing Models
An interactive pricing studio covering Black-Scholes-Merton, Heston stochastic volatility (via the Carr-Madan Fourier transform), and Monte Carlo simulation with antithetic variates. Live Greeks surfaces, 3D implied-volatility skew, and a companion review paper synthesising CQF Module 3.
Exotic Options Lab
Where the Black-Scholes closed form runs out. This page prices Asian, barrier, lookback, and American-exercise options under GBM using Monte Carlo path-dependence and the Longstaff-Schwartz regression. Includes live path-explorer animations and a copy-pasteable Python pricer.
Finite Difference Solver
Solving the Black-Scholes PDE directly on a grid. Explicit, implicit, and Crank-Nicolson schemes side by side, with a live stability visualisation showing exactly when the explicit method blows up past the CFL bound, and projected SOR for American early exercise.
Pricing Where GBM Breaks
A catalogue of markets where lognormal equity assumptions fail and the models that replace them: Garman-Kohlhagen for FX with two interest rates, Vasicek and Hull-White for rates, the Merton structural model for credit, and the Schwartz mean-reverting model for commodities.
Commodity Risk Lab
Live VaR backtesting (Kupiec POF + Christoffersen independence), stylized-facts diagnostics, and side-by-side Gaussian / Cornish-Fisher / Filtered Historical Simulation method comparison on six commodity tickers. Data pipeline: Supabase + daily GitHub Actions ETL.
Spotify Popularity Time-Series Forecasting
Apply the same ARIMA / GARCH stack quants use for asset returns to a non-financial domain: track popularity on Spotify. Built on 586,672 tracks across 72 years (1950-2021). Includes a procedural Web Audio synthesiser that lets you hear what 'high energy, low valence' actually sounds like.
Coffee Futures Snowflake Warehouse
A production-style Snowflake data warehouse for coffee futures research. Galaxy schema (fact constellation) with 8 fact tables (~1.2M rows total) and 19 dimension tables stitched together from FMP, FRED, Open-Meteo, and the CFTC COT report. Designed to make a coffee thesis queryable in one join.
Financial Transmission Rights Pricing
Most option pricing models assume the underlying is a stock or a commodity. This paper takes the Black-Scholes framework and adapts it for Financial Transmission Rights, where the underlying is congestion risk on a power grid. Includes jump-diffusion models, seasonality adjustments, and interactive LMP charts.
Eli Lilly DCF Valuation
DCF valuation of Eli Lilly (NYSE: LLY) using FCFF and FCFE with pipeline-adjusted revenue projections. Target price $627 against reference $579 with full scenario analysis and 9-peer relative valuation.
MNIST: MLP vs CNN
Technical comparison of a Multilayer Perceptron and Convolutional Neural Network on MNIST digit classification. Includes 3Blue1Brown-style architecture visualizations, convolution operation animations, and analysis of why spatial awareness matters.
Customer Segmentation Clustering
K-Means and hierarchical clustering on mall customer data. Identifies 5 spending behavior segments with ARI = 0.942 agreement between methods. The unsupervised methodology generalises directly to regime detection and factor-cluster portfolio construction on the quant side.
Nike Brand Perception NLP Analysis
Scraped 300K+ reviews from the App Store, Reddit, and Trustpilot for Nike, Adidas, and Under Armour. Ran sentiment analysis (NRC, AFINN, Bing lexicons), LDA topic modeling, TF-IDF, and aspect-based sentiment on price, quality, and sustainability. Built in R.
Urban Heat Island ML Explorer
Interactive satellite ML classification explorer covering Rio de Janeiro, Santiago, and Freetown. Classifies urban heat island zones using the features extracted by UHI-Pipe.
UHI-Pipe: Satellite Data Library
A Python package (published on PyPI) that extracts satellite imagery from Sentinel-2, Landsat-8, and Copernicus DEM, then computes 19 spectral indices including NDVI, NDBI, and land surface temperature. Outputs ML-ready DataFrames with parquet caching.
Neon Survivor
Arena survival game in a single HTML file. All visuals drawn with Canvas, all audio synthesized with Web Audio API. 6 weapons, 6 passives, 6 evolutions, 7 enemy types, boss fights. Zero dependencies, instant load.
In Progress · Coming Soon
4 projectsAdvanced ML Trading System
Implementation of methods from Lopez de Prado's Advances in Financial Machine Learning. CUSUM filters for event detection, triple barrier labeling, meta-labeling for signal confidence, purged K-fold cross-validation, and Kelly criterion for position sizing. Built in Python with XGBoost.
Amazon Comprehensive Financial Analysis
Full financial analysis of Amazon: income statement forecasting, balance sheet projection, DuPont decomposition, WACC estimation, and DCF modeling with Monte Carlo simulation on terminal value.
ResolvAI
AI-powered IT ticket resolution system built for BNP Paribas ServiceNow. Template-based with 10 pre-configured incident types and automated resolution note generation.
RH-BI-Pipeline
Automated data pipeline: SharePoint ingestion, Python cleaning and geocoding, GitHub Actions CI/CD, Supabase PostgreSQL storage, Power BI dashboards. Runs unattended.