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Imman-dot/README.md

Hi, I’m Immanuel

  • 🎓 T-Level Finance (final year) at The Manchester College
  • 💼 Summer Analyst (Customer Financial Assistance) at Lloyds Banking Group – June to August 2025
  • 🎯 Career goal (2026 intake): Quant researcher / trading developer at investment banks or hedge funds

⚒️ Technical Toolkit

  • Programming & Data: Python (pandas, NumPy, matplotlib), SQL (beginner), scikit-learn (learning)
  • Finance Knowledge: Derivatives, market microstructure, risk management basics, statistical arbitrage

🏗️ Flagship Projects

Project What It Shows
Equity Factor Model (Python) Multi-factor ranking model combining Value, Momentum, and Quality signals to identify outperforming equities; includes z-score normalisation, composite scoring, portfolio backtesting, and performance attribution.
Limit Order Book Simulator Event-driven Python simulator with a matching engine, latency metrics, and micro-price visualisation to study execution quality and order-flow dynamics.
Pairs Trading Engine Backtested 10 years of FTSE-350 data to find cointegrated pairs; reports Sharpe ratio, max drawdown, turnover, and underwater plots.
FX Arbitrage Dashboard Real-time Covered Interest Parity (CIP) tracker using OANDA API; monitors forward-rate deviations, simulates PnL, visualises equity curves, and sends Slack alerts.
FX Hedging Demo (Forwards & Options) Python case study of a €1 million exposure showing forward vs option hedging decisions, breakeven analysis, payoff charts, and client-style reporting.
Options Greeks Calculator Command-line and plotting tool for Black–Scholes option pricing and Greeks (Delta, Gamma, Vega, Theta) across underlying price and time-to-expiry.
Total Return Swap Case Study Structured analysis explaining TRS mechanics, counterparty exposures, valuation under varying scenarios, and its role in market-risk management.
Risk Frameworks: VaR & Stress Testing Python model computing historical VaR (95% & 99%) and Expected Shortfall for a £1 million GBP/USD portfolio, including –10%, +15%, and worst-day stress scenarios with a one-page client-style summary.

(Repositories are being pinned as they go live — each project includes full reports and visualisations.)


♟️ Beyond Code

I’m a blitz chess enthusiast (competed in local tournaments) and a calisthenics devotee (handstand push-ups in progress).
I value focus, discipline, and continuous improvement — whether on the trading desk, chessboard, or in the gym.


📬 Let’s Connect

Pinned Loading

  1. quant-pairs-trading quant-pairs-trading Public

    Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.

    Python

  2. Imman-dot Imman-dot Public

  3. limit-order-block limit-order-block Public

    Ultra-lightweight Python engine that simulates an exchange-style limit order book at 1 M msgs/s.

    Python

  4. fx-arb-dashboard fx-arb-dashboard Public

    Real-time FX CIP arbitrage dashboard with live OANDA data, forward-rate deviation tracking, PnL simulation, equity curve visualization, and automated alerts for monitoring arbitrage opportunities.

    Python

  5. total-return-swap-case-study total-return-swap-case-study Public

    Case study on how hedge funds used Total Return Swaps (TRS) for tax avoidance, how UK law closed the loophole, and the risks of hidden leverage.

    Python 1

  6. options-greeks-calculator options-greeks-calculator Public

    Python CLI tool to calculate Black–Scholes option price and Greeks (Delta, Gamma, Vega, Theta) with plotting features.

    Python