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Projects

Quantitative trading strategies, backtests, and research projects — built from scratch as each skill level is completed. First project launches after Finance & CS LV I.

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Upcoming projects

Project 1 — Complete ✓
ICT Turtle Soup Backtest
Parameter-optimised backtest of the ICT Turtle Soup strategy on EURUSD daily data — with in-sample/out-of-sample validation and overfitting analysis.
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Project 2
FX Carry Trade Strategy
Build a carry signal on 6 major currency pairs using FRED interest rate data. Backtest with realistic transaction costs.
Project 3
Factor Model
Fama-French 3-factor model applied to a portfolio of UK equities. Decompose returns into market, size, and value factors.
Project 4
Options Pricer
Black-Scholes implementation with Greeks calculator, implied volatility solver, and volatility smile visualisation.