LATEST CONTENT
Access all my articles, essays, research papers, book summaries... by chronological order.
LATEST CONTENT
Astrophysics Almanack
GitHub repository with problems and codes related to astrophysics, orbital mechanics, and rocket science.
Hybrid Artificial Intelligence Systems (HAIS) 2024 - Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Conference • Artificial Intelligence • Machine Learning • Portfolio Management • Portfolio Selection
Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Artificial Intelligence • Machine Learning • Portfolio Selection • Portfolio Optimization
Portfolio Risk Analysis through Advanced Monte Carlo Simulation with Stress Testing and cVaR Analysis
Quantitative Finance • Quantitative Research • Probability & Statistics • Statistical Analysis • Portfolio Optimization • Portfolio Risk Analysis • Stress Stesting • Monte Carlo • CVAR
Advanced Statistical Modeling and Forecasting of High-Frequency Financial Data through Multivariate Time Series Analysis and Stochastic Processes
Quantitative Finance • Quantitative Research • Probability & Statistics • Statistical Analysis • Time-Series Analysis • Stochastic Processes • Asset Forecasting • High-Frequency Trading
Coding Project - Paris’24 Olympics iPhone App for Incompatible iOS Systems
Computer Science • Coding Project • Coding • Mobile App • iPhone App • iOS • SwiftUI • Paris'24 Olympics
Coding Project - Monopoly Game in JAVA
Computer Science • Coding Project • Coding • C++ • PACMAN
Coding Project - PACMAN Game in C++
Computer Science • Coding Project • Coding • C++ • PACMAN
Python Backtesting Tool for Quantitative Trading Strategies
Quantitative Finance • Quantitative Research • Quantitative Research Tools • Probability & Statistics • Quantitative Trading • Trading Strategies • Backtesting • Python
Robust Black-Litterman Predictive Portfolio Optimization Model
Quantitative Finance • Quantitative Research • Portfolio Optimization • Portfolio Selection • Optimization • Robust Optimization • Predictive Optimization
LSTM Deep Learning Algorithm for Financial Asset Forecastin
Quantitative Finance • Asset Forecasting • Machine Learning • Artificial Intelligence • Deep Learning • LSTM Algorithm
Machine Learning & AI Library for Finance
Quantitative Finance • Machine Learning • Artificial Intelligence • Python
Quantitative Research & Development Environment For Systematic Asset Trading (QRDE-SAT)
Quantitative Finance • Quantitative Research • Quantitative Research Tools • Python
The Structured Map of Portfolio Management & Optimization
Finance • Quantitative Finance • Portfolio Management • Portfolio Selection • Portfolio Optimization
The Structured Map of (Hedge Fund) Trading Strategies
Finance • Quantitative Finance • Trading • Trading Strategies • Hedge Fund • Hedge Fund Strategies
The Structured Map of Asset Forecasting
Finance • Quantitative Finance • Asset Forecasting
The Structured Map of Financial Markets
Finance • Quantitative Finance • Financial Markets
FEATURED
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Optimization of Lunar Trajectories & Rendezvous Strategies in Moon's Vinicity
Research project in collaboration with the German Aerospace Center (DLR) & ISAE-SUPAERO University to find optimal trajectories between the Moon and NRH Orbits.
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Data Structures & Algorithms – Github Repository Project
Structured collection of the ~100 most relevant Data Structures & Algorithms (DSA) coding problems and their solutions, including explanations of all DSA concepts.
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Pairs'24 Olympics iOS App
Developed a Swift-based iOS app replicating the Paris 2024 Olympics official app, designed for legacy unsupported iPhone devices.
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QRDE-SAT - Quant Research & Development Environment for Systematic Asset Trading
Personal Python library for quantitative research, development, backtesting and deployment of Financial Trading Strategies.
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PyFinPO - Python Financial Portfolio Optimization Library
Developed PyFinPO, a personal library aiming to provide a structured, direct and extensible infrastructure to perform Financial Portfolio Optimization in Python.
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Financial Market-Regime Identification via Gaussian Mixture & Gradient Boosting ML
Published a two-phase framework integrating unsupervised and supervised machine learning techniques to detect and predict latent regimes in financial markets.
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I'm always open to discussing quantitative research opportunities, collaborative projects, or interesting technical problems. Feel free to reach out using the form below.
Álvaro Sánchez
Quantitative Researcher
Email:
alvarosf07@gmail.com