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Achievement: StarstruckAchievement: Pull Sharkx2Achievement: Quickdraw

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Leotaby/README.md

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Hi, I'm Hatef 👋

LinkedIn Email GitHub

Hatef's Photo

🧭 About me

  • 📍 Based in Naples • open to global opportunities
  • 🎓 MSc Economics & Finance (macro + bank stability)
  • 🧰 Tooling: Python (pandas, NumPy, statsmodels), R, Stata, SQL, C++, Linux, Git
  • 🎯 Interests: risk & capital, econometrics, market microstructure, HFT, automation

🚀 Featured projects

💹

Wholesale-Credit-Risk-Portfolio-Analytics

Options-Monte-Carlo-Pricer    Market-Making-Simulator

up-ml-prediction    Live Dashboard

MicroExchange    Live Dashboard

vol-surface-builder

alpha-engine

ScalpGold Sniper EA    Live Demo

   BankLab

macro-bank-stability-panel    hedge-fund-credit-risk

Indirect-Tax-Portfolio

🛠️ Tools & Tech Stack

Python R C++ SQL Linux Git Jupyter Pandas NumPy RStudio

📊 GitHub Stats & Activity

Followers Stars

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  1. MicroExchange MicroExchange Public

    Exchange-grade CLOB matching engine + microstructure analytics in C++20

    C++ 66 11

  2. vol-surface-builder vol-surface-builder Public

    End-to-end implied volatility surface construction from equity option chains

    Python 3

  3. macro-bank-stability-panel macro-bank-stability-panel Public

    Macro determinants of bank stability in the EA-20 (2000-2022). Two-way FE and System-GMM panel econometrics. Data: GFDD, IMF, FSI, Eurostat, ECB SDW.

    Stata 1

  4. Market-Making-Simulator Market-Making-Simulator Public

    Avellaneda-Stoikov market-making simulator with inventory control, adverse-selection (markout) diagnostics, and a tabular Q-learning quoting agent.

    Jupyter Notebook 1

  5. Options-Monte-Carlo-Pricer Options-Monte-Carlo-Pricer Public

    Black-Scholes pricing and Greeks, variance-reduced Monte Carlo for exotics, and implied-volatility surface construction. A tested, pip-installable Python options-analytics library.

    Jupyter Notebook

  6. Wholesale-Credit-Risk-Portfolio-Analytics Wholesale-Credit-Risk-Portfolio-Analytics Public

    End-to-end wholesale credit risk portfolio analytics, PD/LGD/EAD modelling, rating migration, stress testing, OOT validation and SQL controls on a synthetic 2,500-obligor panel.

    Jupyter Notebook