BSc Banking & Finance, University of Zurich · concurrent mathematics at ETH Zürich · Zurich, CH

One question through most of this: how do you tell a real edge from a lucky backtest?

Strategy-Zoo — 780 multi-asset configurations, enumerated and committed before any of them ran, then corrected for having tried all 780. Best Sharpe 0.67, deflated 0.639. Zero survive Bonferroni, Holm or BHY at 5%.

Equity Factor Timing — Can the value spread time HML? Four pre-registered rules on Kenneth French data 1983–2026, block-bootstrap CIs. One looked significant until it was corrected for the other three. Null.

Monte Carlo Option Pricing — European, American (Longstaff–Schwartz) and Asian options by Monte Carlo, with pathwise Greeks and variance reduction.

Sporitelna Deposit Forecasting — Retail loan and deposit forecasting for Slovak households, built in R at Slovenská sporiteľňa (Erste Group) and used internally for scenario planning.

The trial count gets written down before the first backtest runs, confidence intervals are block-bootstrapped, and null results stay published.

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