π Computer Science student at UEA
π― Aspiring Software Engineer
π» Focused on algorithms, systems, and quantitative finance
- Black-Scholes, Binomial Tree, Monte Carlo models
- Greeks calculation (Delta, Gamma, Vega, Theta, Rho)
- Convergence analysis and visualisations
π https://github.com/OllyNewport/options-pricing-engine
- TF-IDF & BM25 implementations
- Query expansion and NLP preprocessing
- Performance evaluation (Precision@10, MRR)
π https://github.com/OllyNewport/information-retrieval-search-engine
- Python + PostgreSQL application with a Tkinter GUI
- Full CRUD operations (insert, update, delete, query)
- Transaction handling (commit/rollback) and relational schema design
- Designed to manage student, exam, and database records
π https://github.com/OllyNewport/Database-Management-System
Languages
- Python (NumPy, pandas, matplotlib)
- SQL
- Java
- HTML/CSS
- Learning C++
Core Areas
- Data Structures & Algorithms
- Quantitative Finance
- Probability & Statistics
- Improving LeetCode / Codeforces performance
- Building a C++ Order Book Simulator
- Implementing my options pricing engine into an options mispricing strategy
- Deepening knowledge of quantitative models