!_Ƴ⅄∩!⨜_

Quant dev apprentice & derivatives trading / Macro
IQ 130+? Welcome.
Young French quant exploring maths and markets
go to MP open

[!_Ƴ⅄∩!⨜_ @ito_process]

Built a desktop app to visualize trading backtests.

PyQt6 + matplotlib. Loads a CSV of trades, shows 50+ metrics, equity curves, Monte Carlo simulations, rolling analytics.

Nothing revolutionary : just a clean tool I wanted to exist. Open source.

-> https://t.co/ILjcyxttke

[!_Ƴ⅄∩!⨜_ @ito_process]

Open-sourced options-quant-toolkit :

a Python library for options pricing, Greeks, and volatility modeling.

Black-Scholes, Monte Carlo, binomial trees, implied vol, strategy backtesting.
Built for quants, traders, and students. Free and open.

-> https://t.co/Hm0yELmDIh

[!_Ƴ⅄∩!⨜_ @ito_process]

"Optimal Pairs Trading with Time-Varying Volatility" by Li & Tourin.

Classic OU model fails because volatility isn't constant. This paper layers a realistic time-varying vol structure onto the mean-reverting OU process, using stochastic control to find the optimal strategy

[!_Ƴ⅄∩!⨜_ @ito_process]

open-sourced my options pricing engine with implied vol surface (vol smile), educational notebooks & interactive dashboards.
README in English, app interface in French.

https://t.co/ElPtilvLPH

#QuantDev #OptionPricing #QuantFinance #Python

[!_Ƴ⅄∩!⨜_ @ito_process]

Optimal trading bands > arbitrary z-score rules.

Using stochastic control / optimal stopping to derive optimal entry & exit levels for mean-reverting spreads (Cartea–Jaimungal).

#QuantFinance #StatArb #AlgoTrading #SystematicTrading

[!_Ƴ⅄∩!⨜_ @ito_process]

Exploring statistical arbitrage across the SP500.
Pairs trading with OU-modeled spreads and Cartéa-optimized bands to capture mean-reversion efficiently.

(Based on key research papers 📄)

#QuantTrading #AlgoTrading #SP500 #PairsTrading