Research

My research articles !

Academic Project

A theorical review of the Hurst Exponent estimators

A closed-form filter for binary time series

How to cluster time series within a bayesian framework

Personal Project

Estimating Bitcoin's Volatility Using the Parkinson Estimator

Estimating Bitcoin's Volatility Using EWMA

Fetching and Storing Binance Data with HDF5

Leveraging Options Data for Stock Sentiment Analysis

Linking Cointegration and the Multi Factor Model

About Portfolio Optimization

Creating an application empowered by Streamlit

Momentum Strategy enhanced with the Hurst Exponent

Algo Trading

Estimating Bitcoin's Volatility Using the Parkinson Estimator

Fetching and Storing Binance Data with HDF5

Leveraging Options Data for Stock Sentiment Analysis

Linking Cointegration and the Multi Factor Model

An Introduction to Pair Trading and Market Neutral Strategies

Momentum Strategy enhanced with the Hurst Exponent

Personal project

An Introduction to Pair Trading and Market Neutral Strategies

Data Engineering

Fetching and Storing Binance Data with HDF5

Algo Trading

Estimating Bitcoin's Volatility using a GARCH Model

Estimating Bitcoin's Volatility Using EWMA

Personal Project

Estimating Bitcoin's Volatility using a GARCH Model