{"count":5,"items":[{"dates":"September 2025 – December 2025","details":["Extends the willow-tree idea from equity options toward a liquid interest-rate derivatives market.","Uses capital-markets information and discretized risk-neutral nodes to study path-dependent pricing."],"kind":"Quantitative research capstone","name":"Implied Willow Tree for Derivatives","slug":"implied-willow-tree","summary":"A study of risk-neutral densities from 10Y Treasury futures options, with martingale and no-arbitrage constraints for a new objective function.","technologies":"Python, numerical optimization, Treasury futures options","url":"https://sharifhsn.dev/projects/#project-implied-willow-tree"},{"dates":"March 2025 – May 2025","details":["Led the team, delegated backtesting and research, and kept the group aligned through meeting notes.","Built backtesting and algorithm components and acted as the point of contact for SHIFT and FIX issues."],"kind":"University competition","name":"High Frequency Trading Competition","slug":"high-frequency-trading-competition","summary":"A second-place market-making strategy that used VWAP to predict trends and adapt order size.","technologies":"Python, VWAP, SHIFT, FIX protocol, GitHub","url":"https://sharifhsn.dev/projects/#project-high-frequency-trading-competition"},{"dates":"February 2025 – May 2025","details":["Wrote VBA to calculate Delta, Gamma, USD and MXN Rho, and Vega for traded instruments.","Used current-events information from Bloomberg to anticipate a falling dollar and adjust delta exposure."],"kind":"Class project","name":"Hornet Trading Contest","slug":"hornet-trading-contest","summary":"A risk-engineering trading contest covering zero-coupon bonds, forwards, calls, and puts on USDMXN.","technologies":"VBA, Bloomberg, bond and FX derivatives","url":"https://sharifhsn.dev/projects/#project-hornet-trading-contest"},{"dates":"July 2024 – August 2024","details":["Removed unnecessary columns and changed data types to improve memory use.","Added backoff and caching for repeated API collection, then synchronized SQL tables to Azure SQL."],"kind":"Personal project","name":"NBA Defensive Impact Analysis","slug":"nba-defensive-impact-analysis","summary":"A data pipeline that cleaned gigabytes of API data, cached rate-limited requests, and moved analysis into SQL for Power BI.","technologies":"Python, APIs, Pandas, SQL, MSSQL, Azure SQL, Power BI","url":"https://sharifhsn.dev/projects/#project-nba-defensive-impact-analysis"},{"dates":"December 2023 – January 2024","details":["Built a LangChain retrieval pipeline over the collected post and comment corpus.","Used prompt engineering to make answers preserve the source community's terminology and context."],"kind":"Personal project","name":"NBA Reddit AI Chatbot","slug":"nba-reddit-ai-chatbot","summary":"A chatbot over daily NBA subreddit posts and comments, tuned to understand community slang and nested discussion structure.","technologies":"Python, LangChain, retrieval-augmented generation","url":"https://sharifhsn.dev/projects/#project-nba-reddit-ai-chatbot"}],"pageUrl":"https://sharifhsn.dev/projects/","site":"https://sharifhsn.dev","version":"1"}