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Hi, I’m Chorobek Sheranov
Welcome to my Data Science portfolio. I’m a final-year BSc Data Science and Economics student at Central European University, with a study abroad year at the London School of Economics. My interests lie in quantitative finance, macro investing, and Bayesian statistics.
Previously Summer Analyst at Goldman Sachs (London) and Working Student at Raiffeisen Bank International (Vienna). Incoming Macro Investment Associate at a newly establishing hedge fund in Abu Dhabi.
Featured Projects
1. Bayesian Volatility Modeling : Comparing GARCH(1,1) and Stochastic Volatility models for predicting S&P 500 weekly volatility using Bayesian inference with Stan.
2. Portfolio Optimization : Comparing five quantitative portfolio construction strategies on a diversified 16-asset portfolio, backtested over 2021 to 2024.
Interactive Demo
Explore both projects interactively below.