Skip to content
View mirkovicdev's full-sized avatar
🎯
Focusing
🎯
Focusing
4 followers · 10 following

Block or report mirkovicdev

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Please don't include any personal information such as legal names or email addresses. Maximum 100 characters, markdown supported. This note will be visible to only you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
mirkovicdev/README.md

Generating Alpha 🚀

My image

Quantitative Developer | Applied Math Researcher | Full-Stack Engineer

Hey! I'm Antonije, an industrial mathematics student, developer, and researcher interested in algorithmic trading, portfolio optimization, quantum computing, and scientific programming.

I’m currently pursuing an M.Sc. at NTNU with a strong academic track record, and I’m also building production level full-stack apps and doing research on quantum algorithms for portfolio optimization.

🧰 Languages and Tools

Julia

NextJS

TypeScript

HTML

CSS

JavaScript

React

NodeJS

Python

C++

GitHub

Bash

Jupyter

LaTeX


📚 Currently Learning

  • Qiskit and quantum algorithms for finance
  • Measure theory
  • Mixed-integer programming and clustering
  • Fourier neural operators

Pinned Loading

  1. Cardinality-Constrained-Portfolio-Optimization Cardinality-Constrained-Portfolio-Optimization Public

    > A research-style project that solves the mean-variance portfolio optimization problem with a cardinality constraint using integer programming. This model captures the real-world need to limit the…

    Jupyter Notebook 1

  2. Sharpe-ratio-optimization Sharpe-ratio-optimization Public

    This notebook explores the optimization of a portfolio's Sharpe ratio using the Markowitz efficient frontier approach. By sweeping over a range of target returns and solving a series of minimum-var…

    Jupyter Notebook 1

  3. min-variance-portfolio min-variance-portfolio Public

    Python implementation of minimum-variance portfolio optimization with optional target return constraint. Includes numerical stability handling and support for short-selling.

    Jupyter Notebook

  4. Simmerlund Simmerlund Public

    Coaching website for Simmerlund Coaching

    TypeScript