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4 followers · 10 following
  • Deloitte
  • Berlin, Germany

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baerenstein/README.md

Welcome to Baerenstein's GitHub 👋

🚀 About Me

I'm an options specialist and quant developer with a passion for transforming complex concepts into tools and visualizations. I focus on:

  • Options Analysis: Implied volatility surfaces, rough volatility modeling, and statistical characteristics.
  • Algorithmic Trading: Developing strategies using QuantConnect and reinforcement learning.
  • Risk Management: Dynamic hedging, market-making, and vega bucketing for real-world applications.

🔧 Current Projects

🌐 VolaSurfer

An options analysis platform with:

  • A dynamic volatility surface visualizer
  • Real-time pricing and skew spread adjustments
  • Risk management tools and a Greeks visualizer

🤖 qc-options-framework

  • Options trading framework built on Quantconnect
  • Support options and futures options

💡 Expertise

  • Options Trading
  • QuantDev & Quant Research
  • Data Visualization

🤝 Let's Collaborate

I'm interested in partnerships for:

  • Algorithmic trading research
  • Building financial tools
  • Market-making and risk management

Pinned Loading

  1. VolaSurfer VolaSurfer Public

    VolaSurfer -A visualisation tool for implied volatility surfaces. Supports equities, commodities, fx, and crypto (soon)!

    Python 2

  2. qc-options-framework qc-options-framework Public

    Forked from Chocksy/qc-options-framework

    Options framework that allows for an easier implementation of option strategies using QuantConnect's Lean.

    Python 1