ÁLVARO SÁNCHEZ

About

Hi there! I’m Álvaro Sánchez, former Aerospace Engineer now immersed in the world of Quantitative Finance.

I have great passion for understanding in a structured way the foundations of any scientific field, specially those that lie in the intersection between Math, Computer Science and Finance.

Welcome to my website, a space where I share ideas that I find interesting through my journey from Engineering to Finance.

Quantitative Finance

Computer Science

Structured Understanding

Math

My Articles

 Top Articles 

All Resources
The Structured Map of Statistics
Structured Map
The Structured Map of Statistics
Structured Map

Probability & Statistics • Statistics

Structured Map
How I would learn Quantitative Finance if I could start over
Article
How I would learn Quantitative Finance if I could start over
Article

Quantitative Finance

Article

Latest Articles

All Resources
Astrophysics Almanack
Astrophysics Almanack

GitHub repository with problems and codes related to astrophysics, orbital mechanics, and rocket science.

Hybrid Artificial Intelligence Systems (HAIS) 2024 - Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Conference
Hybrid Artificial Intelligence Systems (HAIS) 2024 - Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Conference

Conference • Artificial Intelligence • Machine Learning • Portfolio Management • Portfolio Selection

Conference
Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Conference Paper
Artificial Intelligence in Portfolio Selection Problem: A Review and Future Perspectives
Conference Paper

Artificial Intelligence • Machine Learning • Portfolio Selection • Portfolio Optimization

Conference Paper
Portfolio Risk Analysis through Advanced Monte Carlo Simulation with Stress Testing and cVaR Analysis
Project
Portfolio Risk Analysis through Advanced Monte Carlo Simulation with Stress Testing and cVaR Analysis
Project

Quantitative Finance • Quantitative Research • Probability & Statistics • Statistical Analysis • Portfolio Optimization • Portfolio Risk Analysis • Stress Stesting • Monte Carlo • CVAR

Project
Advanced Statistical Modeling and Forecasting of High-Frequency Financial Data through Multivariate Time Series Analysis and Stochastic Processes
Project
Advanced Statistical Modeling and Forecasting of High-Frequency Financial Data through Multivariate Time Series Analysis and Stochastic Processes
Project

Quantitative Finance • Quantitative Research • Probability & Statistics • Statistical Analysis • Time-Series Analysis • Stochastic Processes • Asset Forecasting • High-Frequency Trading

Project
Coding Project - Paris’24 Olympics iPhone App for Incompatible iOS Systems
Project
Coding Project - Paris’24 Olympics iPhone App for Incompatible iOS Systems
Project

Computer Science • Coding Project • Coding • Mobile App • iPhone App • iOS • SwiftUI • Paris'24 Olympics

Project
Coding Project - Monopoly Game in JAVA
Project
Coding Project - Monopoly Game in JAVA
Project

Computer Science • Coding Project • Coding • C++ • PACMAN

Project
Coding Project - PACMAN Game in C++
Project
Coding Project - PACMAN Game in C++
Project

Computer Science • Coding Project • Coding • C++ • PACMAN

Project
Python Backtesting Tool for Quantitative Trading Strategies
Project
Python Backtesting Tool for Quantitative Trading Strategies
Project

Quantitative Finance • Quantitative Research • Quantitative Research Tools • Probability & Statistics • Quantitative Trading • Trading Strategies • Backtesting • Python

Project
Robust Black-Litterman Predictive Portfolio Optimization Model
Project
Robust Black-Litterman Predictive Portfolio Optimization Model
Project

Quantitative Finance • Quantitative Research • Portfolio Optimization • Portfolio Selection • Optimization • Robust Optimization • Predictive Optimization

Project

Portfolio