Skip to content
View Imman-dot's full-sized avatar
🎯
Focusing
🎯
Focusing
0 followers · 1 following

Block or report Imman-dot

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.

Please don't include any personal information such as legal names or email addresses. Maximum 250 characters, markdown supported. This note will be visible to only you.
Report abuse

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

Report abuse
Imman-dot/README.md

Hi, I’m Immanuel

  • 🎓 T-Level Finance (final year) at The Manchester College
  • 💼 Summer Analyst (Customer Financial Assistance) at Lloyds Banking Group – June to August 2025
  • 🎯 Career goal (2026 intake): Quant researcher / trading developer at investment banks or hedge funds

⚒️ Technical Toolkit

  • Programming & Data: Python (pandas, NumPy, matplotlib), SQL (beginner), scikit-learn (learning)
  • Finance Knowledge: Derivatives, market microstructure, risk management basics, statistical arbitrage

🏗️ Flagship Projects

Project What it shows
Limit Order Book Simulator Event-driven Python simulator with matching engine, latency metrics, and micro-price visualisation
Pairs Trading Engine Back-tested 10 years of FTSE-350 data, finding cointegrated pairs and reporting Sharpe ratio, max drawdown, turnover, and underwater plots
FX Arbitrage Dashboard Real-time Covered Interest Parity (CIP) tracker with OANDA API, forward-rate deviation monitoring, PnL simulation, equity curve visualisation, and Slack alerts
FX Hedging Demo (Forwards & Options) Python case study of a €1m exposure: payoff tables, forward vs option decision metrics, breakeven analysis, and client-style chart outputs
Options Greeks Calculator CLI + plotting tool for Black–Scholes option pricing and Greeks (Delta, Gamma, Vega, Theta) across underlying price and time-to-expiry
Total Return Swap Case Study Structured case-study project explaining TRS mechanics, counterparty exposures, valuation under different scenarios, and its role in market risk management
Risk Frameworks: VaR & Stress Testing Python model calculating historical Value-at-Risk (95% & 99%) and Expected Shortfall for a £1m GBP/USD portfolio, with stress testing (–10%, +15%, and worst-day scenarios) and a one-page client-style report

(Repositories are being pinned as they go live — each project includes full reports and visualisations.)

♟️ Beyond Code

I’m a blitz chess enthusiast (competed in local tournaments) and a calisthenics devotee (handstand push-ups in progress).
I value focus, discipline, and continuous improvement — whether on the trading desk, chessboard, or in the gym.

📬 Let’s Connect

Pinned Loading

  1. quant-pairs-trading quant-pairs-trading Public

    Cointegration screener + cost-aware long-short pairs-trading back-tester with full risk stats.

    Python

  2. Imman-dot Imman-dot Public

  3. limit-order-block limit-order-block Public

    Ultra-lightweight Python engine that simulates an exchange-style limit order book at 1 M msgs/s.

    Python

  4. fx-arb-dashboard fx-arb-dashboard Public

    Real-time FX CIP arbitrage dashboard with live OANDA data, forward-rate deviation tracking, PnL simulation, equity curve visualization, and automated alerts for monitoring arbitrage opportunities.

    Python

  5. total-return-swap-case-study total-return-swap-case-study Public

    Case study on how hedge funds used Total Return Swaps (TRS) for tax avoidance, how UK law closed the loophole, and the risks of hidden leverage.

    Python 1

  6. options-greeks-calculator options-greeks-calculator Public

    Python CLI tool to calculate Black–Scholes option price and Greeks (Delta, Gamma, Vega, Theta) with plotting features.

    Python