Quant Research · Portfolio Allocation · Econometrics · Deep Reinforcement Learning
MSc Economics, Finance & Computing · Spain

I build and evaluate systematic portfolio allocation frameworks under realistic constraints: transaction costs, cash, drawdowns, turnover, concentration and market regimes.

My work focuses on robust backtesting, risk-aware allocation, econometric features and Deep Reinforcement Learning applied to portfolio research.

Dynamic asset allocation · Market regimes · Portfolio risk · Econometrics · Deep RL · Robust backtesting · Statistical validation

Robust TD3 Portfolio Allocation under Realistic Trading Frictions

TD3-based portfolio allocation research across SPY, TLT, GLD, BTC-USD and cash assumptions.

The project includes transaction costs, benchmarks, concentration limits, turnover analysis, bootstrap validation and White Reality Check.

The project evaluates TD3 under realistic portfolio constraints. Results are competitive in selected settings, but the strongest contribution is the robustness of the evaluation framework rather than a claim of persistent alpha.

Quant Research · Portfolio Research · Systematic Trading Research · Investment Research