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Yosri-Ben-Halima/README.md

Welcome to Yosri Ben Halima's GitHub! 🚀

👋 Introduction

Hi, I'm Yosri Ben Halima, a Quantitative Researcher and Data Scientist with a strong foundation in applied mathematics, econometrics, and machine learning.
I enjoy building models for financial markets, designing data analytics pipelines, and transforming complex datasets into clear insights and strategies.

🔍 What I Do

I leverage my expertise in Python, statistical modeling, and algorithm design to tackle challenging problems in finance, AI, and data analytics.
Here are some areas I focus on:

  • 📊 Quantitative Finance: Stochastic modeling, derivatives pricing, and algorithmic trading research.
  • 📉 Risk & Portfolio Analytics: Stress testing, drawdowns, VaR/CVaR, and systematic strategy evaluation.
  • 🤖 Machine Learning & AI: From NLP to deep learning, applied to finance, trading, and real-world datasets.
  • 📈 Data Visualization: Storytelling with data using Matplotlib, Plotly, and interactive dashboards.
  • 💻 Engineering: Building end-to-end data pipelines and trading prototypes in Python.

❓ FAQs

  • What’s your main language? Python is my go-to for research, analytics, and prototyping.
  • Do you consult or freelance? Yes — I’m open to collaborations in quant research, data science, and AI projects.
  • What drives your work? The challenge of combining math, data, and programming to solve problems and uncover strategies.

🌐 Connect with Me

Thank you for visiting my GitHub profile! Feel free to reach out if you have any questions or opportunities to collaborate. Let's connect and explore new possibilities together:

GitHub LinkedIn Facebook Instagram Email Personal Web Page Google Drive PyPI

Yosri-Ben-Halima

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  1. hmm-crypto-trading-model hmm-crypto-trading-model Public

    A Crypto trading algorithm using a Hidden Markov Model to identify market regimes, execute trades, and backtest against a HODL baseline, complete with an interactive performance dashboard.

    Jupyter Notebook 2 1

  2. cpcv-train-test-data-split-module cpcv-train-test-data-split-module Public

    A Python module for time series cross-validation using Combinatorial Purged Cross-Validation (CPCV) with embargo to prevent data leakage.

    Python

  3. CNN-for-Stock-Price-Prediction CNN-for-Stock-Price-Prediction Public

    In this project, I develop a CNN-based tool for stock price modeling and forecasting. This repository covers data preprocessing, model building, and evaluation, including callbacks like Early Stopp…

    Jupyter Notebook

  4. Modeling-Funding-Rates-Using-Stochastic-Models-and-Quantifying-Risk-for-BTC-Prepetuals Modeling-Funding-Rates-Using-Stochastic-Models-and-Quantifying-Risk-for-BTC-Prepetuals Public

    This project models and predicts funding rates for perpetual contracts using Monte Carlo simulations. It employs Merton’s jump diffusion for index prices and the Ornstein-Uhlenbeck process for fund…

    Jupyter Notebook 6 3

  5. Black-and-Scholes-Option-Pricing-and-Analysis Black-and-Scholes-Option-Pricing-and-Analysis Public

    In this project, I implement the Black & Scholes model to price options and analyze their Greeks, including Delta, Gamma, Theta, Vega, and Rho, along with implied volatility. The repository feature…

    Jupyter Notebook 1

  6. GARCH-Models-Hyperparameter-Optimizer GARCH-Models-Hyperparameter-Optimizer Public

    In this project, I develop an optimization tool for GARCH model parameters using Optuna. This project automates the hyperparameter tuning process to enhance model performance by selecting optimal v…

    Jupyter Notebook 1