Skip to content
View Ciaran-06's full-sized avatar
🎯
Focusing
🎯
Focusing
9 followers · 18 following

Achievements

Achievement: Pull SharkAchievement: YOLO

Achievements

Achievement: Pull SharkAchievement: YOLO

Highlights

  • Pro

Block or report Ciaran-06

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.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

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

Report abuse
Ciaran-06/README.md

Ciaran Gaffney

Mathematics @ University of Edinburgh · building toward quant research · Python / C++

Maths undergraduate working in quantitative finance — options pricing, stochastic volatility, and machine learning for markets. Member of EUTIC Quant (selected ~30 from 300+ applicants). Aiming for quant research; interested in high-frequency trading and derivatives modelling.

Currently working on

Black-Scholes, from academic to applicable — a research project improving BS option pricing with stochastic volatility (Heston) and ML-predicted frictions, validated on real SPX options data across high- and low-volatility regimes.

Featured projects

Project What it is
Greeks-Calculator-Sensitivity-Analysis-Toolkit Vectorised Black-Scholes Greeks and an implied-vol solver on real SPX options data; volatility-smile fitting and sensitivity analysis across VIX regimes

Tech

Python (NumPy · pandas · SciPy · scikit-learn · LightGBM) · C++ · Git

Pinned Loading

  1. Greeks-Calculator-Sensitivity-Analysis-Toolkit Greeks-Calculator-Sensitivity-Analysis-Toolkit Public

    Vectorised Black-Scholes Greeks on real SPY options data, working towards sensitivity analysis of pricing drivers.

    Python