CREDENTIALID
ID · QNT-2026 · CDMX
Angel Vences
Quant & Student
- Field
- Volatility forecasting · MCMC
- Stack
- Python · PyTorch · AWS
- Status
- Open to collaborate
PORTFOLIOPNL
ACTIVITYGITHUB
CONSOLEABOUT ME
> whoami
Actuarial Science student. Interested in Stochastic Volatility, Bayesian Stats, Machine Learning and Derivatives. Data Analysis and Market Microstructure.
Current Courses: Stochastic Processes.
My childhood dream always was to transform raw data into actionable insights in order to increase shareholder value.
>
TeachingALUMNI
Course Material. Stochastic Processes.
LIVEStochastic Calculus
Brownian motion, Itô's lemma, and stochastic integration. Notes + animations for the current cohort.
NOTESBrownian Motion & Itô
Full syllabus: diffusions, martingales, Itô. Sources: Durrett & Norris.
NOTESσ-Algebras
From measurable sets to Carathéodory and π-λ. Second-year course.
PIPELINEProbability
Course creation workflow: manim → storytelling → explanation → production.
PROJECTSCARTRIDGES
CTG-01 · VOLSF-Harris Volatility
Volatility forecasting with Gibbs sampling. AAD 0.2pp on dollar bars, vs GARCH 3.4pp.
CTG-02 · STRATS&P 500 Probit
Ordinal probit strategy with leakage controls. Sharpe 0.684 after fixing data leaks.
CTG-03 · VMGMTVol-Managed Equity
VIX-scaled exposure. Sharpe 1.30 in holdout, MaxDD −10%.
CTG-04 · MICRORSI Rotation 25
Rotation over a 25-asset universe; the risk-adjusted sweet spot.