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ojly_achraf

Ojly Achraf

@ojly_achraf

Quantitative Analysis and Stochastic Modeling for Finance and Decision Making

Marokko
Englisch, Französisch, Arabisch
Einige Informationen werden in englischer Sprache angezeigt.
Über mich
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.... Mehr lesen

Kompetenzen

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ojly_achraf
Ojly Achraf
offline • 
Durchschnittliche Antwortzeit: 1 Stunde

Meine Dienstleistungen

Trading-Bots-Entwicklung
I will backtest your trading strategy with python or pine script
Ab15 $ / ProjektWeitere Details

Portfolio

Arbeitserfahrung

Sidi_Mohamed Ben Abdellah University

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

Sidi Mohamed Ben Abdellah University • Vollzeit

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.