Skip to content
View FlorentYigbe's full-sized avatar
🖱️
🖱️
1 follower · 1 following

Achievements

Achievement: Quickdraw

Achievements

Achievement: Quickdraw

Block or report FlorentYigbe

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
FlorentYigbe/README.md

Hi, I'm Florent !

Business Mathematics student at the University of Mannheim. Still learning, already building.

I built Quantitative-Portfolio-Optimizer, a Python-based multi-asset portfolio optimization engine spanning equities, fixed income, and commodities, and VaR-CVaR-Simulator, a risk simulation tool for portfolio tail-risk analysis.

I'm currently running a live paper-trading portfolio on Interactive Brokers using allocations generated by my own optimization models.

⚡ Fun fact: I'm just as passionate about literature as I'm about quantitative finance !

📫 Reach me: yigbekofi@gmail.com | LinkedIn

🛠️ Tech Stack

Python Jupyter Pandas NumPy Spicy Matplotlib Seaborn

Pinned Loading

  1. Quantitative-Portfolio-Optimizer Quantitative-Portfolio-Optimizer Public

    A quantitative portfolio optimizer

    Jupyter Notebook 1

  2. VaR-CVaR-Simulator VaR-CVaR-Simulator Public

    Monte Carlo simulation estimating a portfolio's Value at Risk and Conditional Value at Risk at 95% confidence.

    Python 1

  3. European-Call-Option-Pricing European-Call-Option-Pricing Public

    Prices an European call option using Monte Carlo simulation, validated against the Black-Scholes closed-form formula.

    Python 1