Financial Engineer
Interested in fintech and cryptocurrency
◤ Algorithmic trading and simulation tricks ◢
Buy & hold BTC - ROI 198%
Periodically DCA into Bitcoin starting August 2021
Buy & hold SPY - ROI 31%
Periodically DCA into SPY starting August 2021
Buy BTC on dip - ROI 253%
Using Bollinger Bands 30 and Bi-Weekly RSI 30 with 5% stop-loss to identify potential buy signals for BTC starting August 2021
Buy SPY on dip - ROI 69%
Using Bollinger Bands 30 and Bi-Weekly RSI 40 with 20% stop-loss to identify potential buy signals for SPY starting August 2021
Asian Option Pricing Benchmarking
Compared different variance reduction techniques (Antithetic Variates, Sobol, Brownian Bridge)
Brownian Bridge MC Simulation
Sample Path illustration
◤ View Demo ◢
Select a project from the gallery above to view demo
Click on any project block to see its result
