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perseusproject/README.md

Hi 👋 My name is Thibaud

Currently studying Applied Math and CS, I strive to pursue a career in Quant Finance

Now working on :

  • Hybrid RAG with pre-processing of data and LLM-based post processing
  • Detection of structural anomalies in multi-asset markets through low-rank models and correlation
  • Simulation of Metastable process through Adaptive Multilevel Splitting

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  1. Detection-of-anomalies-in-markets Detection-of-anomalies-in-markets Public

    Personal Project. Implementation of a Systematic Trading Strategy through Robust PCA and mean reversion.

    Python

  2. Rare-Events-AMS Rare-Events-AMS Public

    School Project : simulation of a metastable project and its rare events through AMS. The process is modeled with Langevin equation.

    Jupyter Notebook