Master's in Data Science, minor in Financial Engineering @ EPFL - Quantitative finance, systematic trading and commodity markets.

Based in Geneva, Switzerland

• Studying Data Science with a Financial Engineering minor at EPFL. Research interests at the intersection of statistical modelling, stochastic processes and quantitative trading.
• Current work centres on time-series econometrics, regime detection and factor-based strategy design applied to commodity futures, energy markets and global macro.
• Building and backtesting systematic strategies with a focus on cointegration, volatility modelling and portfolio construction under realistic execution assumptions.

Languages & Environments

Quant & Research Libraries

Backtesting & Trading Systems

Visualisation & Reporting

Tools & DevOps

• Adaptive Statistical Arbitrage in Commodity Spreads - Cointegration-based spread trading on commodity pairs using Kalman filter hedge ratios, regime-aware entry signals, and full spread backtesting.
• Commodity Futures Curve Modeling and Factor Trading - Built a systematic futures research pipeline across 13+ commodities (~2.4M observations), constructing daily term structures with roll schedules and strict no-lookahead constraints. Engineered carry, slope, curvature, and momentum factors, and evaluated their predictive power through IC analysis and cost-aware backtesting with transaction costs, execution lag, and regime-based performance diagnostics.
• Market Regime Modeling for Systematic Trading - Walk-forward regime detection using HMM, GARCH, GMM and Markov-switching models on cross-sectional equity and macro data, combined into a probabilistic ensemble to drive portfolio allocation with transaction costs.
• Cross-Border Price Transmission in the European Power Market - Empirical analysis of negative-price contagion across five interconnected European bidding zones, quantifying how German renewable surplus propagates through interconnectors using price-gradient flow inference and cross-market correlation on 301k hourly ENTSO-E observations, built as an interactive scrollytelling visualisation.
• Trading Knowledge Vault - Open source Obsidian knowledge base for commodity and FX trading. Structured notes with bidirectional links, domain tagging and visual knowledge graph covering energy, metals, agriculture, softs, FX and macro concepts.
• AirJav - Java application for real-time ADS-B aircraft data decoding and visualisation.