┌────────────────────────────── MARKET MAKING LIVE STRATEGY ─────────────────────────────────┐
│ │
│ BTC/USDT mid: 104,238.50 spread: 2.40 inventory: neutral │
│ │
│ ASK │
│ 104,242.0 3.42 BTC ████████████████ │
│ 104,240.8 2.65 BTC ← ask ████████████ │
│ 104,239.7 1.81 BTC ████████ │
│ │
│ fair value ───────────────────── 104,238.5 ───────────────────── │
│ │
│ BID │
│ 104,237.3 2.08 BTC ← bid █████████ │
│ 104,236.1 2.94 BTC █████████████ │
│ 104,234.9 3.71 BTC ████████████████ │
│ │
│ depth bid: 8.73 BTC depth ask: 7.88 BTC imbalance: +0.05 microprice: 104,238.56 │
│ queue pos: 34% markout 5s: +0.8 bps fill prob: 41% adverse select: low │
│ │
└────────────────────────────────────────────────────────────────────────────────────────────┘

I am a quantitative research and engineering student focused on the practical side of financial markets: how prices form, how liquidity moves, and how trading systems behave under real execution constraints.

• MSc in Financial Engineering at Paris Dauphine-PSL
• Engineering degree in Computer Science & Machine Learning from EPF Graduate School of Engineering
• Interested in market microstructure, systematic trading, crypto markets, DeFi, and derivatives pricing
• I build tools that go beyond notebooks: live market-data dashboards, execution-aware backtests, pricing engines, and research workflows

_{Python · Streamlit · WebSocket · Order Book Analytics}

Live BTC/USDT dashboard with simulated market-making logic, queue-aware quoting, markout analytics, volatility controls and PnL tracking.
Live demo

_{Python · FastAPI · WebSocket · SQLite · Paper Trading}

Multi-exchange crypto data router and paper-trading API normalizing Binance and OKX feeds into a unified execution layer.
Live demo

_{Python · NumPy · Streamlit · Longstaff-Schwartz · Greeks}

Interactive option pricer with Monte Carlo simulation, American exercise, variance reduction, Greeks and Black-Scholes benchmarks.
Live demo

_{Python · Econometrics · MIDAS · Time Series}

Mixed-frequency GDP nowcasting project using daily financial variables, lag/lead dynamics and out-of-sample evaluation.