PROJECTS.

• Automated Trading System
• This system seamlessly integrates real-time data streams from multiple exchanges via websockets and API connectors. Post data acquisition, there were scripts in place to process and clean the data. I incorporated a dynamic portfolio optimization module to adjust asset allocations based on market conditions. Additionally, an automated exchange interaction management feature handled order postings and account tasks like withdrawals. This system was used to run various strategies (notably mean reversion and momentum strategies) on the major cryptocurrency exchanges.

• Local Prediction of Midprice from Limit Order Book
• Using high-frequency data, I was able to extract features from orderbook data (such as depth, spread, imbalance...). Then using a kNN regression to predict short-term midprice movements based on these features. The project involves rigorous back-testing to ensure model robustness and to minimize overfitting.

• Pricing Options using Deep Learning
• Under the supervision of Professor Eduardo Abi Jaber at Panthéon Sorbonne University. Working on applying deep learning methods to non-markovian option pricing models (rough-volatility type) to improve their accuracy, robustness and efficiency.

• Misc
• Variety of projects for colleges classes and MOOC, participation in Kaggle competitions...

Misc.

• Non-tech skills
• mathematics, statistics, quant research, communication, product management

• Development/software skills
• python, r, aws, git, numpy, pandas, tensorflow, keras, SQL/NoSQL, docker

• Hobbies
• photography, filmmaking, aikido