Bitcoin Volatility Forecasting with On-Chain Activity
Research project investigating whether blockchain activity can improve one-week-ahead forecasts of Bitcoin realized volatility.
A curated selection of technical and analytical projects focused on quantitative finance, software systems, and data-driven problem solving.
Research project investigating whether blockchain activity can improve one-week-ahead forecasts of Bitcoin realized volatility.
Financial time series analysis in R using S&P 500, VIX, and U.S. 10-Year Treasury Yield data from the FRED database.
Compiler for a small C-like language (miniC) built with Flex, Bison and C, generating MIPS assembly with constant folding, dead-branch elimination and a peephole optimizer.
Practical project for building a collaborative work management system based on Kanban boards, inspired by Trello and built using Hexagonal Architecture and DDD.
Desktop application for personal and shared expense management, built following Clean Code principles, SOLID, and Design Patterns.
Active multi-asset portfolio management with focus on risk-adjusted returns.
Distributed file-sharing system featuring a custom protocol over UDP, multithreaded P2P transfer, and AES encryption.