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HOME ABOUT ME PORTFOLIO CONNECT
Andrea Landini // Quant

SELECTED PROJECTS

Crypto Lending - IFRS 9 BTC Loan Analytics
2025 // CREDIT RISK & IFRS 9

Crypto Lending

Flask dashboard for bank credit risk analysts under IFRS 9 - four ECL approaches for BTC-collateralised loans with Newton-Raphson EIR solving, full stage classification, and a live CoinGecko market monitor.

4 ECL Models View Case Study
BTC 5-Min Expected Value
2026 // BINARY OPTIONS & EXPECTED VALUE

BTC 5-Min Expected Value

Backtesting a positive-EV strategy on 5-minute binary option contracts across BTC, ETH, SOL, and XRP using real Chainlink oracle data.

+EV at Factor 2-3 View Case Study
Deribit LOB Model Dashboard
2024 // MICROSTRUCTURE & PAPER TRADING

Deribit LOB Model

Real-time limit order book analysis and paper-trading system streaming live Deribit data through four competing microstructure strategies.

4 Strategies View Case Study
Insurance Simulation Suite
2026 // ACTUARIAL & MONTE CARLO

Insurance Simulation Suite

A PyQt6 desktop app running six live actuarial Monte Carlo simulations — reserving, pricing, Bayesian BF, multi-state life, copula capital, and extreme value theory.

6 Live Models View Case Study