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Achievement: QuickdrawAchievement: Pull Shark

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Aldo10F/README.md

Aldo Flores Mendoza

Hi my name is Aldo, I'm an actuarial science graduate from Universidad Anáhuac.

I'm currently unemployed lol.

Stuff I've built

Synthetic Options on MSCI ACWI Quoting options on the MSCI ACWI ETF where no liquid options market exists: replicating country-ETF basket, Black-Scholes pricing, delta-hedging backtest, and Monte Carlo validation of the hedging error.

BTC Direction Prediction Replication study: the 70–90% accuracies reported for BTC daily direction prediction vanish under leak-proof evaluation (~52%, the base rate). Companion experiment shows the usual leaks barely matter, but a one-line label-misalignment bug hands a tabular model 97.5% while the CNN shrugs it off.

IBNR Chain-Ladder Chain-ladder IBNR reserving in base R. Deterministic estimate plus bootstrap risk capital (VaR/RCS), from scratch, no dependencies.

Contact

If you want to contact me, send me a request on LinkedIn and I might accept you.

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