Skip to content
View Bracetheface's full-sized avatar
6 followers · 57 following

Block or report Bracetheface

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don't include any personal information such as legal names or email addresses. Markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
Bracetheface/README.md

Hi there, I'm Lei 👋

🚀 Aspiring Data/Finance Analyst | Final Year Undergrad | Market Dynamics Explorer

Typing SVG

🎯 Current Focus

I'm a final-year student with a demonstrated passion for quantitative finance, data science, commodities and global macro markets. I'm actively developing my skills in Python, data analysis, and algorithmic strategy development to pursue a career on the buy-side.

I'm driven by the challenge of finding signals in noisy data and applying mathematical models for actionable strategies.

🛠️ Tech Stack

Languages & Frameworks

Python Pandas NumPy Scikit Learn Jupyter

Financial & Analysis Tools

TradingView Bloomberg Git

💻 Projects

📈 Pairs Trading from Scratch

A Foundational Statistical Arbitrage Model

  • Implemented a linear regression from scratch to determine the hedge ratio between two synthetic, cointegrated assets.
  • Generated trading signals using rolling Z-scores of the calculated price spread.
  • Developed a simple back-tester to evaluate strategy performance, accounting for transaction costs and key metrics like the Sharpe Ratio.

Tech Stack: Python NumPy Matplotlib

📉 Volatility Modeling from Scratch

An Introduction to GARCH & Volatility Clustering

  • Generated a synthetic time series with GARCH(1,1) properties to demonstrate the principles of volatility clustering.
  • Implemented an Exponentially Weighted Moving Average (EWMA) to model and track the time-varying volatility.
  • Visually evaluated model performance by comparing the EWMA estimates against the true, underlying volatility of the data.

Tech Stack: Python NumPy Matplotlib

🎓 Learning Journey & Certifications

Course/Certification Institution Status Focus Area
🤖 Data Scientist: Machine Learning Code Academy 🔄 In Progress Data Science, ML, Python
🤖 Investment Management with Python and ML EDHEC Business School 🔄 In Progress Predictive Modelling, ROI, ML
🏆 Level 6 Diploma in Applied Finance LIBF ✅ Completed Market Fundamentals and Trading
🏆 Level 4 Diploma in Banking & Finance LIBF ✅ Completed Corporate Finance, Capital Markets, IPOs
📊 Akuna Capital Options 101 Akuna Capital ✅ Completed Derivatives, Risk Management, Delta Hedging
📊 Markets Quantitative Analysis Citi Bank ✅ Completed Hedging Strategies, Structured securities

📫 Let's Connect & Collaborate

LinkedIn Email Substack Portfolio

Snake animation

Pinned Loading

  1. python-pairs-trading-model python-pairs-trading-model Public

    Jupyter Notebook 1

  2. GARCH-Model GARCH-Model Public

    Jupyter Notebook 1