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areenve/README.md

Welcome to Arina's GitHub

Data Science • Finance • ML • Research

👩‍💻 About Me

Hi! I'm Arina, a Data Science student at SFU 🇨🇦
I love building ML models, financial analytics tools, and research projects.

  • 🎓 BSc Data Science + Finance Minor
  • 📊 Interested in Quant, ML, AI
  • 🚀 Preparing for co-op roles

⚙️ Technologies

Python R SQL Pandas NumPy Git

Popular repositories Loading

  1. fractal-vol-forecast fractal-vol-forecast Public

    Multifractal volatility forecasting pipeline inspired by Benoit Mandelbrot’s work on financial fractals. Builds HAR-style baseline targets from CRSP S&P 500 constituent returns, then adds MF-DFA–ba…

    R

  2. market-inefficiencies market-inefficiencies Public

    Data science/quant project exploring market inefficiencies via cross-venue price dislocations, with an end-to-end Colab notebook runner.

    Jupyter Notebook

  3. market-inefficiencies-pipeline market-inefficiencies-pipeline Public

    Cross-venue price dislocation pipeline (crypto microstructure): collect ticks → detect spread events → backtest with trading frictions.

    Jupyter Notebook

  4. portfolio-risk-dashboard portfolio-risk-dashboard Public

    Power BI (web) portfolio risk dashboard powered by a reproducible Python pipeline (prices → portfolio → rolling risk metrics → stress scenarios).

    Python

  5. amzn-bq-arima-forecast amzn-bq-arima-forecast Public

    ARIMA baseline forecasting on AMZN daily log returns with a reproducible pipeline (local mode + BigQuery feature store + SQL window functions) and an auto-generated report.

    Python

  6. areenve areenve Public