Built a desktop app to visualize trading backtests. PyQt6 matplotlib. Loads a CSV of trades, shows 50 metrics, equity curves, Monte Carlo simulations, rolling analytics. Nothing revolutionary : just a clean tool I wanted to exist. Open source. -> github.com/Wilfrid-art/backt…

Open-sourced options-quant-toolkit : a Python library for options pricing, Greeks, and volatility modeling. Black-Scholes, Monte Carlo, binomial trees, implied vol, strategy backtesting. Built for quants, traders, and students. Free and open. -> github.com/Wilfrid-art/optio…

"Optimal Pairs Trading with Time-Varying Volatility" by Li & Tourin. Classic OU model fails because volatility isn't constant. This paper layers a realistic time-varying vol structure onto the mean-reverting OU process, using stochastic control to find the optimal strategy

open-sourced my options pricing engine with implied vol surface (vol smile), educational notebooks & interactive dashboards. README in English, app interface in French. github.com/Wilfrid-art/Prici… #QuantDev #OptionPricing #QuantFinance #Python

Optimal trading bands > arbitrary z-score rules. Using stochastic control / optimal stopping to derive optimal entry & exit levels for mean-reverting spreads (Cartea–Jaimungal). #QuantFinance #StatArb #AlgoTrading #SystematicTrading

Exploring statistical arbitrage across the SP500. Pairs trading with OU-modeled spreads and Cartéa-optimized bands to capture mean-reversion efficiently. (Based on key research papers 📄) #QuantTrading #AlgoTrading #SP500 #PairsTrading