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baobach/README.md

Hi  πŸ‘‹

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

pages-build-deployment

Key Skills & Tools  πŸ§°

Python C C++ Bash PHP
PostgreSQL MongoDB GCP Docker Git
Laravel Anaconda NumPy Pandas SciPy
CUDA Scikit Learn Tensorflow Keras Plotly
  • 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  πŸ‘”

Position Company Field Time Period
Algorithmic Trading Consultant Consultant on Upwork Algorithmic Trading 01/2024 β€” Present
Quant Researcher Riot Investment Strategy Backtesting Engine 01/2024 β€” Present
Growth Manager Incognito.org Growth Consulting - Blockchain 12/2021 β€” 02/2023

Education  πŸŽ“

Ph.D Computer Sceince: University of Central Florida, Orlando FL

Certificate in Quantitative Finance: CQF, FitchLearning, London, England

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  1. mlfinpy mlfinpy Public

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

    Jupyter Notebook 74 28

  2. hft_papers hft_papers Public

    A curated list of Quantitative Finance papers.

    Python 106 9

  3. QC_Algorithms QC_Algorithms Public

    Host of QuantConnect Algorithms in Python and Csharp

    C# 1

  4. backtrader_reloaded backtrader_reloaded Public

    Forked from mementum/backtrader

    Explore the architecture of Backtrader and improve functionality

    Python 2 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 3 1

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

    Personal blog for Quantfinance posts and thoughts

    Shell 1