- Master's Degree student in Quantitative Asset and Risk Management (ARIMA) at the UEK in Katowice and FH des BFI Vien.
- Interested in quantitative finance, algorythmic trading, stochastic modeling and risk modeling.
- I'm building tools to analyze investment profitability, predict asset prices, and manage financial risk – using Python and R.
- Mostly
Python,RandExcel
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Portfolio Risk & Optimization System
A Python-based tool for real-time analysis of portfolios using Stooq and YFinance. Estimating risk (VaR, Expected Shortfall), and calculating key statistics such as CAGR, Expected Return, and descriptive metrics. -
Monte Carlo Simulation Engine for Portfolio Forecasting
Incorporates historical return distributions, stochastic modeling, and scenario generation to estimate risk measures like VaR and Expected Shortfall.
Outputs include visualizations, confidence intervals, and Excel exports for practical integration with investment dashboards. -
Distribution Fitting & Tail Risk Analysis in R
R-based module for statistical distribution fitting and goodness-of-fit testing on financial returns.
Supports parametric modeling (e.g., Normal, Student-t, Rweibull, Lognormal, Gamma) and diagnostic tools to select best-fit models, with applications in tail risk estimation and stress testing.