Hello, I'm Cesar

Finance Student | Data Enthusiast | Quant Aspirant

Passionate about Quantitative Finance, Coding, and Data-Driven Insights.

contact me
LinkedIn GitHub
Cesar Garcia

Selected Projects

Here are some of the most interesting projects I've worked on.

Cointegration-Based Pairs Trading

01

A quantitative strategy to exploit mean-reverting opportunities.

Cointegration-Based Pairs Trading preview

Mortgage Backed Securities (MBS) Valuation

02

Modelling and pricing of a MBS with synthetic mortgage pool generation and stress analysis

Mortgage Backed Securities (MBS) Valuation preview

VaR & CVaR Risk Analysis with Monte Carlo Simulations

03

Comparing Historical, Parametric, and Cornish-Fisher VaR across different shock distributions with Monte Carlo simulations and rich visualizations.

VaR & CVaR Risk Analysis with Monte Carlo Simulations preview

TEST PROJECT

03

LOREM IPSUM

TEST PROJECT preview