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George-Dros/README.md

👋 Hi, I'm George!

Welcome to my GitHub profile! I'm George, an Applied Mathematics Engineer with a passion for quantitative finance and interactive data visualization. My projects reflect my journey in combining mathematical rigor with practical tools for finance.

📌 Featured Projects

1. Volatility Surface Visualization

This interactive app allows users to generate volatility surfaces for any specified ticker. It's an intuitive tool for traders and analysts to explore implied volatility trends across strike prices and maturities.

2. Black Scholes Interactive Heatmap

This app visualizes option prices using Black-Scholes pricing models. It offers an interactive heatmap and tools for understanding market mispricing, providing actionable insights for options trading.

🔗 Let's Connect!

  • LinkedIn Profile - Feel free to reach out for collaboration or opportunities in quantitative finance.

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  1. Black-Scholes-Interactive-heatmap Black-Scholes-Interactive-heatmap Public

    An interactive Black-Scholes Option Pricing app built with Streamlit. Features include pricing heatmaps, P&L analysis, and mispricing visualization using market data. Users can explore how spot pri…

    Python

  2. Volatility_Surface Volatility_Surface Public

    A Python project that visualizes a 3D implied volatility surface for options on any ticker symbol. Configurable inputs include risk-free rate, dividend yield, and strike price range. Ideal for anal…

    Python

  3. Portfolio_Optimization Portfolio_Optimization Public

    This project showcases portfolio optimization in Python, calculating and visualizing the Efficient Frontier, Max Sharpe Ratio (MSR), and Global Minimum Variance (GMV) portfolios, along with the Cap…

    Jupyter Notebook 1

  4. Options_Portfolio Options_Portfolio Public

    A Python-based tool for options pricing, portfolio management, and risk analysis. Features Black-Scholes pricing, Greeks calculation, scenario analysis, hedging strategies, and interactive visualiz…

    Jupyter Notebook

  5. Pair_trading Pair_trading Public

    A pair-trading algorithm using cointegration, linear regression, and Z-score-based entry/exit rules. The strategy, applied to validated stock pairs, achieved consistent portfolio growth from $24,05…

    Jupyter Notebook

  6. Risk-Management-System Risk-Management-System Public

    A framework for analyzing portfolio risk with metrics like VaR, CVaR, and Maximum Drawdown. Includes a stress test (COVID-19 crash, and Monte Carlo simulations to assess diversification and portfo…

    Jupyter Notebook