o
ojly_achraf

Ojly Achraf

@ojly_achraf

Quantitative Analysis and Stochastic Modeling for Finance and Decision Making

Marrocos
Inglês, Francês, Árabe
Algumas informações são exibidas no idioma inglês.
Sobre mim
I am a quantitative analyst with a hybrid profile, specializing in stochastic calculus (SDEs) and decision statistics, applied to rigorous trading strategy backtesting. Using Python (pandas, backtrader, vectorbt), I go beyond simple historical replay — testing for overfitting via walk- forward analysis, sensitivity testing, and Monte Carlo simulations, and delivering clear metrics (Sharpe ratio, drawdown, profit factor) with professional reports. I work across Python, R, and MATLAB, prioritizing model accuracy, robust code, and decision-support solutions built with academic rigor.... Saiba mais

Habilidades

o
ojly_achraf
Ojly Achraf
offline • 
Tempo médio de resposta: 1 hora

Conheça meus serviços

Desenvolvimento de Bots de Negociação
I will backtest your trading strategy with python or pine script
A partir deUS$ 15 /projetoMais detalhes

Portfólio

Experiência profissional

Sidi_Mohamed Ben Abdellah University

Internship at the Laboratory of Modeling, Applied Mathematics, and Intelligent Systems

Sidi Mohamed Ben Abdellah University • Período integral

Mar 2023 - Jul 2026 • 3 yrs 4 mos

As part of my end-of-studies project, I am currently completing a research internship at the Laboratory of Modeling, Applied Mathematics, and Intelligent Systems. My work applies advanced stochastic modeling and statistical decision-making to the project: 'Numerical Analysis and Rare Event Simulation: The Cramér-Lundberg Risk Model.' Through this research, I am developing, theoretically validating, and comparing robust numerical methods to accurately quantify insolvency risk and estimate ruin probabilities, particularly when dealing with rare events and complex claim distributions.