┌────────────────────────────── 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.