quant-prep
From technical PDFs to focused quantitative interview practice.
React · TypeScript · Python · Supabase
Projects
Products, tools and research in quantitative finance and software engineering.
Software
leetcode-companion
Turn every Accepted submission into a durable, spaced-repetition learning loop.
TypeScript · WXT · FSRS · GitHub API
lucarne-26
World-Cup-themed free-kick game — Magnus-effect ball physics, slow-motion replay and a Supabase leaderboard (RLS + OAuth).
React · Canvas · Supabase
monte-carlo-pricer
Options and exotic products pricing with Monte Carlo simulation.
Python
heston-volatility-model
Calibration and simulation of the Heston stochastic volatility model.
Jupyter Notebook
pinn-option-pricing
Physics-informed neural networks for option pricing.
Python
pde-solver
Option pricing using partial differential equations in Python.
Python
carpooling-algorithm
A carpooling algorithm developed as a preparatory-class research project (TIPE).
OCaml
chess-game
An interactive chess game with an AI opponent.
Python
autoapply
A tool for automating internship applications.
Python
Selected studies
Physics-Informed Neural Networks for option pricing
Implemented a PINN to solve the Black–Scholes PDE for European option pricing through PDE-residual minimization and automatic differentiation.
Heston model calibration
Calibrated the Heston stochastic-volatility model with the Carr–Madan FFT method, then compared FFT and neural-network approaches for accuracy, speed and stability.