Nas

Finance student · Quant tools builder

BA Finance, University of Manchester (2024–2027) · MARA Scholar

About me

I'm a final-year BA Finance student at the University of Manchester on a MARA Scholarship, interested in quantitative research, trading and investment banking. I built FinQuantPro to turn what I learn in derivatives, portfolio theory and econometrics into tools people can actually use. Every model here is implemented from scratch and tested.

About this site

FinQuantPro started as a Streamlit app and was rebuilt as a full web app. Options maths runs in your browser in TypeScript; portfolio optimisation and news run on a Python API.

Next.js
TypeScript
Tailwind
shadcn/ui
ECharts
FastAPI
Python (NumPy, SciPy, pandas)
Redis (Upstash)
Vercel
Render
GitHub Actions

Methodology

Black-Scholes pricer

C = S e^{- q T} N (d_{1}) - K e^{- r T} N (d_{2})

d_{1} = \frac{ln ( S / K ) + ( r - q + σ ^{2} /2 ) T}{σ T}, d_{2} = d_{1} - σ T

Constant volatility, a constant risk-free rate, and a continuous dividend yield. Exercise is European only. The spot is lognormal, with no jumps and no transaction costs. Theta is shown per day, and vega and rho per 1% move.

Strategy builder

Π = i \sum q_{i} (V_{i} - p_{i})

Expiry payoff is the sum of the legs. The dashed “today” curve prices options with Black-Scholes and dividend yield zero. Probability of profit is the risk-neutral lognormal chance that expiry P&L is positive. Early exercise, margin, and borrowing limits are left out. Auto-priced premiums are model prices, not market quotes.

Implied volatility

σ_{n + 1} = σ_{n} - \frac{V ( σ _{n} ) - V _{mkt}}{ν ( σ _{n} )}

One volatility is assumed for the whole life of a European option. Newton-Raphson uses Black-Scholes vega and falls back to bisection when the slope is tiny or the step leaves the bracket. Prices outside the no-arbitrage bounds have no solution.

Portfolio optimiser

w max \frac{w ^{⊤} μ - r _{f}}{w ^{⊤} Σ w} s.t. w \geq 0, i \sum w_{i} = 1

Means and covariances are historical, and historical means are noisy. Weights are long-only and fully invested. There are no trading costs, borrow fees, or short sales. The frontier describes the sample, not a forecast.

News sentiment

positive \geq 0.05, negative \leq - 0.05

VADER scores the headline and summary as a lexicon. It misses sarcasm, context, and whether the news is already in the price. The label is not a forecast and not investment advice.

Coming next

Volatility forecasting: GARCH, EGARCH and GJR-GARCH vs EWMA across equities, FX and crypto.