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  • Paris

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LouisSch/README.md

Hi 👋, I'm Louis

📮 Contact me

👤 Who am I

A Quantitative Developer passionate about building performant, modular systems for trading, backtesting and financial analysis.
I specialize in C++ and Python, with a strong focus on:

  • ⚙️ Algorithmic trading infrastructures
  • 🧵 Multithreaded systems and low-latency simulation
  • 📈 Quantitative research, backtesting and signal evaluation
  • 🧠 Applied machine learning

Languages and Tools

Languages Others
python bash django git linux pandas scikit_learn seaborn

Pinned Loading

  1. Market-Sentiment Market-Sentiment Public

    Real-time dashboard for analyzing financial news sentiment using FastAPI and Dash. Deployed with Docker.

    Python

  2. Backtest-Engine Backtest-Engine Public

    A modular high-performance C++ backtesting engine featuring GBM + Jump tick simulation and multiple plug-and-play trading strategies. Containerized with Docker for easy execution.

    C++ 7 1

  3. Two_Factor_Bergomi Two_Factor_Bergomi Public

    A two factor model to compute options and VIX derivatives

    Jupyter Notebook 2

  4. SLV_Calibration SLV_Calibration Public

    SLV Model calibration using particle method

    Jupyter Notebook 2

  5. Portfolio-Website Portfolio-Website Public

    Personal portfolio built with Next.js, TypeScript, and Tailwind CSS, showcasing selected quantitative and software engineering projects. Includes a contact form with secure server-side email handli…

    TypeScript