Hassan El Qadi.Let’s talk

+01 / SELECTED WORK

Models. Systems.Things that work.

Quantitative research and software built for real problems. From stochastic volatility to the day-to-day of a Moroccan workshop.

9 projects shown

01

RISK / ASSET ALLOCATION

Portfolio optimization & stress-testing

An allocation framework that combines portfolio theory with Entropy Pooling and copulas to explore how portfolios behave under stress.

  • Markowitz, Black-Litterman, and risk parity strategies.
  • Non-normal macro scenarios and nonlinear tail dependencies.
PythonCVXPYPandasSciPy
GitHub repository
1stENSA portfolio challenge
02

CLIENT WORK / OPERATIONS

Dar-Dmana Decor workshop ERP

A production platform for a Moroccan artisan workshop, following each bespoke order from intake through quality control and delivery.

  • Role-based assignments and a traceable production workflow.
  • Order specifications, stage history, and operational reporting.
Next.jsTypeScriptPostgreSQLNode.js
Private client project
End to endproduction visibility
03

CLIENT WORK / EDUCATION

STEM learning & Olympiad community

A learning hub for Professor Saad Choukri, bringing university mathematics, Olympiad problems, and student discussion together.

  • Searchable courses, exercises, and solutions.
  • Community questions with mathematical typesetting.
Next.jsTypeScriptPostgreSQLKaTeX
GitHub repository
04

DERIVATIVES / VALUATION

Options pricing

An interactive option valuation application comparing Black-Scholes analytical prices with Monte Carlo estimates.

  • Simulates underlying asset dynamics using a stochastic Euler scheme.
  • Explores option values and sensitivities across market and contract parameters.
PythonFastAPINext.jsNumPy
GitHub repository Live demo
05

DERIVATIVES / HIGH-PERFORMANCE COMPUTING

Heston model calibration

A stochastic-volatility calibration study using SPX option implied volatility surfaces to compare numerical optimization, FFT, and deep learning.

  • Calibrates Heston parameters against market implied volatility smiles.
  • Benchmarks closed-form, FFT, and neural calibration for accuracy and computation time.
PythonPyTorchNumPySciPy
GitHub repository Research report
0.12sneural calibration
06

FIXED INCOME / TERM STRUCTURE

Yield curves & interest rate swaps

Bootstrapping discount curves and exploring short-rate dynamics for fixed-income valuation and interest rate sensitivity.

  • Zero-coupon, discount, and forward curves.
  • Vasicek / CIR modeling and fixed-for-floating swap valuation.
PythonNumPySciPyVasicekCIR
GitHub repository
07

NLP / MARKET DATA

Financial sentiment with FinBERT

A financial text pipeline that turns news and social feeds into structured sentiment signals and an accessible analytics dashboard.

  • Collects headlines from Finviz, Reddit, and market social feeds.
  • Domain-specific FinBERT classification served through FastAPI.
FinBERTFastAPINext.jsDocker
GitHub repository Live demo
08

MACHINE LEARNING / PROPERTY

Agadir real estate valuation

A property valuation pipeline combining scraped listings, feature engineering, and gradient boosting to understand Agadir’s housing market.

  • Automated data collection and spatial property features.
  • Tuned prediction model deployed through a Flask API.
PythonLightGBMScikit-learnFlask
GitHub repository Live demo
09

AUTOMATION / WEB3

Ordinals sales tracker & AMBcheck

Event-driven tools for Bitcoin Ordinals communities: market activity alerts, wallet ownership verification, and automated access management.

  • Discord and Twitter transaction notifications.
  • Wallet verification and automated community roles.
Node.jsDiscord.jsWebSocketMongoDB
GitHub repository Live demo