Featured Projects
Interactive applications to explore quantitative finance concepts
Black-Scholes Options Pricing Playground
Interactive application for exploring and visualising option pricing.
Options PricingPythonData Science
Launch App
Modern Portfolio Theory Optimisation Dashboard
A dynamic dashboard that optimises asset allocations based on Modern Portfolio Theory.
OptimisationData VisualisationPython
Launch App
Statistical Arbitrage Strategy Simulator
A fully interactive tool that identifies cointegrated stock pairs and simulates mean-reversion trading strategies. The app visualizes spreads, z-scores, and trade signals, while tracking cumulative PnL and performance metrics over time.
Time SeriesMean ReversionAlpha Generation
Launch App (Coming Soon)
Latest Posts
Research, book reviews, and insights from my quantitative finance journey