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Borut Janša
109 algorithms
4069 backtests
5 posts
I am a quantitative developer, quantitative analyst and a consultant for energy trading risk management IT solutions (ETRM, CTRM). I develop quantitative models in python ( Pandas, Scikit-learn, TensorFlow ) for risk and portfolio management, I use event driven back-testers (zipline, lean) to develop quantitative trading ( alpha research, cross-sectional algos). I use machine learning and deep learning to improve predictive analytics ( forecasting ) and quantitative models.