/01Completed notebook
Options research · 2026
SPX volatility surface
A learning project that reconstructs an implied-volatility surface from a snapshot of SPX option quotes.
PythonOptionsBlack–76
Open project ↗Personal notes & projects
Things I'm learning
and building.
I enjoy studying subjects that interest me and turning some of what I learn into small projects. I build them first for myself, then keep them here so I can revisit them — and share them in case they are useful to someone else.
Financial markets
Data
Models
Programming
Recent projects
A few projects I've enjoyed working on.
Notebooks, experiments and small tools built while trying to understand a question a little better. I keep the assumptions and limitations visible because they are part of the learning process.
/02Completed notebook
Numerical methods · 2026
Black–Scholes & Heston
A numerical experiment exploring how stochastic volatility changes option smiles and surfaces.
HestonMonte CarloPython
Open project ↗/03Completed notebook
Time-series research · 2026
Dynamic hedge ratios
A comparison of Kalman filtering, static OLS and rolling OLS for a relative-value strategy between US and European energy equities.
Kalman filterOLSWalk-forward
Open project ↗/04Interactive prototype
Interactive applications · 2026
G10 FX option pricer
A browser-based tool for constructing vanilla FX option strategies and inspecting indicative premium, Greeks and expiry P&L.
FX optionsJavaScriptGreeks
Open project ↗/05Completed notebook
Market-regime research · 2026
SPX market regimes
A causal walk-forward experiment using a Hidden Markov Model to organise SPX market conditions into four interpretable risk regimes.
Hidden Markov ModelWalk-forwardRisk regimes
Open project ↗/06Live dashboard
Interactive applications · 2026
Midterm Control Room
An interactive dashboard for following the races that could determine control of the U.S. House and Senate.
U.S. electionsPrediction marketsNews
Open project ↗Background
Where I've studied
and worked.
A little context behind the subjects I enjoy: experience in macro, FX and emerging-market rates, alongside studies in market finance and applied mathematics.
HSBC Global Markets
FX & Emerging Markets Rates
Carmignac
Macro Analysis
ESCP · Université Paris Cité
Market Finance · Applied Mathematics
Still learning
A place for
personal projects.
This is simply where I keep the work that grows out of subjects I enjoy studying.
See all projects ↗