I am a quantitative finance researcher focusing on:

• Options Research
• Volatility Modeling
• Portfolio Risk Management
• Computational Finance

My interests include building systematic research frameworks that connect:

Market Data
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      v
Quantitative Modeling
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      v
Strategy Research
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      v
Portfolio Analytics
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      v
Risk Management

A modular quantitative options research framework integrating:

• Volatility Research Engine
• Options Strategy Framework
• Portfolio Analytics
• Greeks-based Risk Management
• Automated Research Documentation

Key capabilities:

• Implied volatility analysis
• Volatility surface research
• Options strategy backtesting
• Portfolio exposure monitoring
• Automated technical reporting

Repository:

https://github.com/mdldpc/Quant-Option-Research-Platform

• Python
• MATLAB
• SQL

• Derivatives Pricing
• Options Greeks
• Volatility Modeling
• Backtesting
• Portfolio Risk Management

• Data Processing
• Statistical Analysis
• Machine Learning Applications
• Research Automation

• Quantitative Trading
• Volatility Strategies
• Derivatives Markets
• Financial Engineering
• Machine Learning in Finance

The Quant Option Research Platform includes:

• English Technical White Paper
• Chinese Technical White Paper
• Automated Research Reporting Framework

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