Hi! Thanks for stopping by my portfolio. I'm currently a student learning Data Engineering, and I built this project to practice processing real financial data and building high-performance interactive apps from scratch.
This project analyzes the extreme volatility of the Argentine market (MERVAL index, ADRs, and implicit FX rates) using the Modern Data Stack 2026.
When learning Time Series analysis and Anomaly Detection, you need data that actually moves. I chose the Argentine market because its extreme volatility, high inflation, and sudden political shocks make it a world-class laboratory for data science.
Instead of looking at a flat chart, tracking the Argentine market during election cycles shows you exactly what a massive economic swing looks like in the data.
I implemented a Savitzky-Golay low-pass filter to calculate a Signal-to-Noise Ratio (SNR). This allows the tool to mathematically distinguish whether an asset is moving due to underlying Market Trends (the core signal) or purely due to short-term Political Noise and panic.
While I have mastery over traditional tools like Pandas and SQLite, I deliberately chose these technologies to push the boundaries of performance and developer experience:
- Polars: Used for lightning-fast data pipelines and vectorized operations. I optimized event matching using
join_asoffor high-performance temporal joins. - DuckDB: Serving as the local analytical engine, allowing complex SQL queries without the overhead of a traditional server.
- Marimo: A reactive notebook system used to build an interactive UI that behaves like a modern web app.
graph LR
A[Yahoo Finance API] --> B[fetch_data.py]
B --> C{src/data_ingestion}
C --> D[(DuckDB: merval_data.db)]
D --> E[dashboard.py]
E --> F{src/processing}
F --> G[Interactive UI / Plots]
F --> H[Static HTML Export]
Note: This dashboard allows filtering by political events and visualizing denoised trends.
Assets with lower SNR ratios indicate higher sensitivity to political "noise".
If you just want to see the results without installing anything, check the Live Interactive Dashboard or browse the screenshots in the docs/assets/ folder.
- Python 3.10 or higher.
# Clone the repository
git clone https://github.com/your-username/argentinian-markets.git
cd argentinian-markets
# Create and activate virtual environment
python -m venv .venv
source .venv/bin/activate # On Windows: .venv\Scripts\activate
# Install dependencies
pip install -r requirements.txtPopulate the local DuckDB database with the latest 3 years of market data:
python fetch_data.pyLaunch the interactive Marimo server:
python -m marimo edit dashboard.pyThis project is part of my path towards becoming a Senior Data Engineer. Feel free to reach out for feedback or collaboration!