Baptiste Secondi

Co-founder @Quantportfoliolab

Nancy, FR

QuantPortfolio Lab is an institutional-grade SaaS platform designed to democratize high-performance portfolio analytics for retail investors by bridging the gap between professional quantitative engineering and accessible wealth management.Predictive Risk Modeling: Leveraging GARCH (Generalized Autoregressive Conditional Heteroskedasticity) to forecast conditional volatility and identify market risk clusters.Robust Capital Allocation: Implementing Hierarchical Risk Parity (HRP) to ensure stable portfolio weights and mitigate the limitations of traditional Mean-Variance optimization.Advanced Data Intelligence: Utilizing Machine Learning algorithms (K-Means & GMM Clustering) for sophisticated asset correlation analysis and market regime detection.Derivative Valuation: Integration of the Black-Scholes model for real-time option pricing and hedging strategy simulations.Strategic Risk Analytics: Providing deep-dive insights through Beta decomposition and Monte Carlo stress-testing to protect capital against tail-risk events.

Lycée Polyvalent Rouvière

Classes préparatoires aux grandes écoles (CPGE)