About
Recent graduate looking for roles in quantitative finance. Currently learning C++ for applications in high frequency trading.
Projects
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DDPG/TD3 Fishing Vessel Collision Avoidance:
Group project at LSE for Reinforcement Learning. Designed an RL agent for dynamic collision avoidance, compared with TD3 and FDDPG algorithms. Final mark: 91% Repository
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Bayesian Regression for Financial Forecasting:
Used Bayesian regression models to forecast short-term financial returns for guiding trading decisions. Final mark: 85% · View PDF
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Option Pricing Calculator:
Designed a pricing and financial Greeks calculator for European, American, and Binary options, written in C++. Calculator
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Exploring the Effectiveness of Different
Volatility Forecasting Models in Varying
Market Conditions:
Built and backtested volatility forecasting models with evaluation of predictive accuracy. View PDF
Potenially more on GitHub
CV
Contact
Email: pheneasnewman@gmail.com