MSc Risk Management and Financial Engineering student at Imperial College London. BSc Computer Science from Vrije Universiteit Amsterdam (GPA 8.7/10, cum laude).
I work where quantitative finance meets software: trading research, portfolio construction and risk analytics, and the tools that make them usable.
| Project | Description | Live |
|---|---|---|
| Portfolio Risk Dashboard | Risk analysis for a stock portfolio: VaR and CVaR, drawdown, concentration, risk contribution by position, a correlation heatmap and six stress scenarios, with multi-currency books. FastAPI and Chart.js. | Open dashboard |
| Monthly Momentum Portfolio Lab | Rule-based monthly momentum allocation for an analyst-picked basket. A desk study with the backtest, the allocation and its first month in practice, plus a dashboard that runs four allocation rules on any basket from any start date. | Open dashboard |
| Overnight vs Intraday Returns | Do US equity ETFs earn their returns overnight, and is that tradable after costs? SPY, QQQ and IWM from 1993 to 2025 on CRSP data, with a train, validation and test split, Newey-West tests and a random-night placebo. | |
| GA Portfolio Optimization | BSc thesis. A genetic algorithm for cardinality-constrained portfolio optimization on US equities from 2000 to 2025, compared with mean-variance and 1/N in a rolling out-of-sample test. | Interactive walkthrough |
| BlockFund | Full-stack Web3 project on the Base Sepolia testnet: an ERC-20 token, a fixed-rate swap with a daily faucet, and a holder website with wallet sign-in, news, live charts and group chat. | Open site |
| Forex Arbitrage | Real-time currency arbitrage detection with Bellman-Ford negative cycle detection, plus simulated trading. | |
| AI Workplace Productivity ML | Benchmarks Ridge, XGBoost and neural network models for productivity prediction, tuned with simulated annealing (R² of 0.88). |
