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sauravsen3/README.md

Hi, I'm Saurav Sen 👋

🎓 Mechatronics Engineering Graduate | MSc Finance — Henley Business School
📍 London, UK
📫 saurav0sen34@gmail.com
💼 LinkedIn

What I'm Building

I'm developing a portfolio of quantitative finance projects combining my engineering background with financial modelling, machine learning, and algorithmic trading.

🔧 Projects

Project Description Tech
Options Pricing Engine Black-Scholes, Monte Carlo, Greeks Python, scipy
Portfolio Optimisation Markowitz Efficient Frontier, Sharpe Ratio Python, scipy
Algorithmic Backtest Golden Cross strategy vs buy-and-hold Python, pandas
Pairs Trading Statistical arbitrage, z-score signals Python, numpy
DCF Valuation Intrinsic value calculator, Gordon Growth Model Python
ML Stock Predictor Random Forest direction classifier Python, sklearn
Sentiment Analysis VADER financial news sentiment Python, nltk
Stock Dashboard Moving averages, returns, volume Python, yfinance
Data Pipeline Fetch, clean, enrich, save Python, pandas

Skills

Finance: Options Pricing, Portfolio Theory, DCF Valuation, Algorithmic Trading, Risk Analysis
Python: pandas, numpy, scipy, scikit-learn, matplotlib, yfinance, nltk, Streamlit
Other: Git, GitHub, Google Colab, Financial Modelling

Currently Working On

Building a unique project combining Mechatronics engineering and quantitative finance — coming soon.

Pinned Loading

  1. algorithmic-backtest algorithmic-backtest Public

    A Python backtesting framework that tests the Golden Cross moving average strategy against a buy-and-hold benchmark using 5 years of real historical data.

    Python

  2. dcf-valuation dcf-valuation Public

    A Python implementation of Discounted Cash Flow (DCF) analysis that calculates the intrinsic value per share of a company using the Gordon Growth Model for terminal value.

    Python

  3. financial-data-pipeline financial-data-pipeline Public

    Python

  4. options-pricing-engine options-pricing-engine Public

    Python

  5. pairs-trading pairs-trading Public

    A Python implementation of a market-neutral pairs trading strategy using z-score based signals on highly correlated stock pairs.

    Python

  6. sentiment-analysis sentiment-analysis Public

    A Python tool that determines whether financial news headlines are positive, negative, or neutral using VADER sentiment analysis — with a clear visualisation of sentiment scores across multiple hea…

    Python