LATEST CONTENT
Access all my articles, essays, research papers, book summaries... by chronological order.
LATEST CONTENT
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