Sharing personal, academic and professional projects in quantitative finance. Final-year Econ & AQM student at UPF. Incoming at Santander CIB.
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VaR-Volatility-Models
VaR-Volatility-Models PublicComparative analysis of Value at Risk (VaR) measures using Black-Scholes pricing under different volatility models: jump diffusion, SABR and rough volatility.
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Premier-League-Betting-Analysis
Premier-League-Betting-Analysis PublicComprehensive Python analysis of Premier League betting market inefficiencies (2005–2024). Evaluates bookmaker biases, betting strategies, and market efficiency using statistical methods and Monte …
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SP500-ML-Forecasting
SP500-ML-Forecasting PublicForecasting S&P 500 returns using ML models across multiple time horizons (1-day, 1-week, 1-month). Includes feature engineering, rolling-window backtesting, and performance evaluation to assess pr…
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