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edofe99/README.md

Hi there 👋

Thank's for stopping by 🙂

I am Edoardo Ferretto, MSc graduate in Quantitative Finance.

🔭 Published projects

  • End-of-Day Reversal: implementation of the stylized fact proposed in the eponymous paper by Guido Baltussen, Zhi Da, and Amar Soebhag. The analysis is conducted through a backtest that mitigates look-ahead bias by using historical S&P 500 constituents and includes an in-sample parameter optimization coupled with out-of-sample validation.
  • Quant Energy Pricing: a quantitative pricing tool, written in Python, that allows to price energetic full-load contracts. The whole approach is documented on my MSc thesis (about to be published in Sept 2025).
  • Implied Volatility Dashboard: an interactive dashboard to visualise the Implied Volatility surface of a given financial instrument.
  • Forex economic calendar webscraper: used Selenium to scrap economic data for forex pairs.
  • Finance Tracker built with Streamlit: my first experiment on creating user interfaces using Streamlit. You can try it directly on your browser.

📫 How to reach me

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  1. end-of-day-reversal end-of-day-reversal Public

    Jupyter Notebook

  2. Quant-Energy-Pricing Quant-Energy-Pricing Public

    A quantitative approach to pricing energetic contracts, all inside a Python app built with Tkinter.

    Python

  3. implied-volatility-dashboard implied-volatility-dashboard Public

    A dashboard made with Streamlit that allows you to explore the Implied Volatility Surface for a given financial instrument.

    Python

  4. streamlit-finance-tracker streamlit-finance-tracker Public

    A personal finance tracker built with Streamlit

    Python 3 2

  5. forex-economic-calendar-webscraper forex-economic-calendar-webscraper Public

    Forked from fizahkhalid/forex_factory_calendar_news_scraper

    Scrape news events from Forex Factory using selenium web driver in python

    Python