Medium
Licensed Portfolio Manager · Encore7 Finance
Licensed portfolio manager with 4+ years of experience, specializing in emerging markets private debt, derivatives, and quantitative finance.
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Code & Prompts
Every Python model and Claude prompt I’ve published. Read the theory, explore the code, and copy what you need.
Quantitative Tools
Pricing models for European and American options, designed to interpret option behaviour, value derivatives, and support hedging and leverage strategies.
Implied Volatility
Train neural networks on real SPY option chains and watch them learn the implied volatility surface live. Switch the architecture, the features, and the activation, then screen the chain for mispriced options.
Open DashboardEuropean Options
Visualize all Greeks with interactive charts, compare up to three options, and run delta-gamma hedging calculations.
Open CalculatorAmerican Options
Price American options with the Cox–Ross–Rubinstein binomial tree, interactive visualization, and early exercise detection.
Open CalculatorEuropean Options
Compute option premium, implied volatility, or implied stock price using the Black–Scholes model.
Open CalculatorEuropean Options
Simulate thousands of GBM price paths to price European options, with confidence intervals and terminal distribution analysis.
Open CalculatorPortfolio Construction
Quantitative frameworks for multi-asset portfolio construction, combining mean-variance optimization with real-world constraints and forward-looking views.
Efficient Frontier with 10,000 Monte Carlo simulated portfolios — hover to explore
Mean-variance optimization using historical returns and covariances to find the portfolio that maximizes the Sharpe ratio across multiple asset classes.
Hierarchical risk parity and clustering allocation with GARCH volatility forecasts, backtested against mean variance across five methods.
Mean-variance optimization driven by capital market expectations — forward-looking return and risk assumptions replacing historical estimates.
Applied Intelligence
Specialized A.I agents for quantitative finance, from full equity valuations to derivatives strategy implementation.
3 AI Agents · Excel + Reports
Three specialized agents work together: the Architect, the Analyst and the Reporter. They build the valuation, run scenario and sensitivity analysis, and export the Excel model and the written reports.
Try the Agent
Claude Opus 5 · Agentic Investment Committee
One brief made Claude Opus 5 the CIO of an 850 million dollar endowment. It staffed a six desk office as subagents, enforced a point in time data wall, ran five years of decisions, and audited its own work.
Read the Study
Beta · Brazilian Credit Rights Funds
Every FIDC registered with the CVM in one screen, rebuilt from open data. Size, capital structure, returns against the CDI, delinquency against the loss provision actually booked, and the audit opinion filed with the regulator.
Open the Dashboard
Coming Soon · Derivatives
An A.I agent specialized in derivatives, ready to demonstrate strategies and implement them in your trades.
