🔭 I’m currently working on
Quantitative finance projects, including trading strategy backtesting, risk metrics (Sharpe, VaR, drawdowns), and data pipelines using Python, Pandas, and financial APIs.
👯 I’m looking to collaborate on
Open-source quant, fintech, and data-driven projects—especially trading systems, financial modeling, and performance optimization in Python or C++.
🤝 I’m looking for help with
Improving strategy robustness, statistical validation of models, and best practices for production-ready quantitative systems.
🌱 I’m currently learning
Advanced derivatives pricing, stochastic processes, modern C++ (C++17+), and scalable data engineering for financial applications.
💬 Ask me about
Quantitative trading, backtesting frameworks, financial mathematics, Python for finance, or C++ performance optimization.
⚡ Fun fact
I enjoy turning financial theory into working code—and stress-testing it until it breaks 📉➡️📈
