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Achievement: Pull Sharkx3Achievement: Pair Extraordinairex2Achievement: QuickdrawAchievement: Arctic Code Vault Contributor

Achievements

Achievement: Pull Sharkx3Achievement: Pair Extraordinairex2Achievement: QuickdrawAchievement: Arctic Code Vault Contributor

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@pandas-dev

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loicdiridollou/README.md

loïc diridollou

quant researcher · open source developer · New York

Quantitative researcher at Brevan Howard. I spend most of my time thinking about systematic strategies, risk infrastructure and the software that powers them.

Outside of work I build open source tools — mostly things I wished existed while doing the day job. Contributor to pandas.

projects

name description stack
◆ coverviz code coverage visualisation with better granularity than coverage.py Python
◆ mc-simulation Monte Carlo simulation variants for Asian option pricing Python
◆ advent-of-code annual AoC solutions Go/Rust/TS

stack

languages   Python · Go · Rust · SQL
quant       factor models · Monte Carlo · risk · systematic strategies
data        pandas · Polars · PostgreSQL
infra       Docker · Kubernetes · GitHub Actions · AWS · Gitlab

links

enezeg.com  ·  linkedin  ·  twitter

Pinned Loading

  1. airbnb-nyc-price-prediction airbnb-nyc-price-prediction Public

    AirBnb stay price prediction using different machine learning and deep learning techniques

    Jupyter Notebook

  2. coverviz coverviz Public

    Package to visualize code coverage with better granularity and higher-level overview in codebases compared to coverage package.

    Python

  3. advent-of-code advent-of-code Public

    This is a repository with the solutions to the Advent of Code problems.

    Go

  4. customer-data-analysis customer-data-analysis Public

    This project aims at studying the customer data of Santander, the Spanish bank, and identifying the features that could predict a certain type of transactions.

    Jupyter Notebook

  5. full-stack-developer full-stack-developer Public

    Repository containing support material for my Full Stack Developer training

    Python

  6. mc-simulation mc-simulation Public

    Exploring the different variations of Monte Carlo Simulations for Asian option pricing

    Jupyter Notebook 2