Arda Baran Baytar

Projects

What I'm building and publishing.

quant-lab

Portfolio backtesting, factor research and a stat-arb paper-trading bot in one codebase: point-in-time S&P 500 universe, walk-forward validation, a 7-detector pair-break monitor, and a daily bot with a React dashboard. Consolidates my earlier backtesting, momentum, pairs-trading and factor repos.

PythonBacktestingStatistical ArbitrageFastAPIReact

StochOpt-MDP

Optimal (s, S) inventory control as a Markov Decision Process: vectorised value iteration on the Bellman equation, validated against classical heuristics in a SimPy Monte Carlo simulation. Ships with a FastAPI service and a React dashboard.

PythonOperations ResearchDynamic ProgrammingSimulation

Banking ML: Cross-Platform Replication

Thesis Project

Cross-platform machine learning study replicating classification, regression, and customer segmentation on a banking loan dataset across Python, R, KNIME, and Orange. Based on my BSc thesis.

PythonRMachine LearningBanking

JPMorgan Financial Performance Dashboard

Power BI dashboard analyzing JPMorgan's financial performance and risk indicators using FDIC data.

Power BIBankingRisk Analysis

I also publish notebooks regularly on Kaggle, on my way to Master tier.

View Kaggle profile