Skip to content
View baobach's full-sized avatar
🏠
Working from home
🏠
Working from home
  • CQF
  • Bangkok
  • 16:34 (UTC +07:00)

Block or report baobach

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
baobach/README.md

Hi  👋

My name is Robert and I am pursuing a career in Quantitative Finance. I want to apply my mathematical skills in machine learning algorithm development, portfolio return optimization, and trading derivatives. I am seeking opportunities to contribute expertise in quantitative finance, data analysis, and computational skills to drive innovative strategies in the financial domain.

Reach me at: robert@quantfin.net

Key Skills & Tools  🧰

Python C# Bash Git Docker VS Code PostgreSQL Anaconda NumPy Pandas Plotly SciPy Scikit Learn Tensorflow Keras MongoDB Django Ethereum

  • Quant skills: Probability theory, Stochastic Calculus, Montecarlo Method, Risk Modeling, Portfolio Optimization, Algorithmic Trading Strategy;
  • $\LaTeX$: various documents and custom templates;
  • Agile project management methodology.

Work Experience  👔

Position Company Field Time Period
Algorithmic Trading Dev Free Lance Algorithmic Trading 01/2024 — Present
Quant Researcher Riot Investment Strategy Backtesting Engine 01/2024 — Present
Growth Manager Incognito.org Growth Consulting - Blockchain 12/2021 — 02/2023

Education  🎓

Certificate in Quantitative Finance, CQF
FitchLearning, London

Pinned Loading

  1. mlfinpy mlfinpy Public

    Mlfin.py is an advance Machine Learning toolbox for financial applications in Python.

    Python 5

  2. HFT_Papers HFT_Papers Public

    This is a hub for the most recent papers in HFT/Algo trading.

    30 3

  3. QC_Algorithms QC_Algorithms Public

    Host of QuantConnect Algorithms in Python and Csharp

    C#

  4. backtrader_reloaded backtrader_reloaded Public

    Forked from mementum/backtrader

    Explore the architecture of Backtrader and improve functionality

    Python 1

  5. BL-Portfolio-Construction BL-Portfolio-Construction Public

    Construct a portfolio using MPT and BL model to outperform the market return. Using various techniques in portfolio selection, weight allocation and incorporate views in portfolio optimisation proc…

    Jupyter Notebook 1

  6. baobach.github.io baobach.github.io Public

    Personal blog for Quantfinance posts and thoughts

    JavaScript 1