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RealHarounJ/README.md

Haroun Jaafar

Digital Economics & Quantitative Analytics | Software Engineering Background

BSc in Digital Economics and Business (100% English Taught) Β· UniversitΓ  Politecnica delle Marche (UNIVPM)

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πŸ‘¨β€πŸ’» About Me

Undergraduate in Digital Economics and Business at UniversitΓ  Politecnica delle Marche (curriculum delivered entirely in English) with a solid software engineering and IT foundation. I specialize in bridging quantitative financial economics, corporate finance, and modern data architectures.

  • πŸŽ“ BSc Digital Economics & Business @ UNIVPM Ancona (Expected 2027 Β· Instruction: 100% English)
  • πŸ’Ύ IT & Telecommunications Diploma @ ITI Enrico Mattei (Software Engineering, Relational DBs & Networking)
  • βš™οΈ Data & Quant Engineering: Developing automated ETL data pipelines, PostgreSQL warehouses, and Apache Airflow workflows
  • πŸ“Š Quantitative Modeling: Portfolio optimization (Markowitz), Monte Carlo simulations (GBM), and econometric analysis in R & Python
  • πŸ’Ό Former Software & IT Engineering Intern @ Casali Computers (Enterprise ERP modules & Apache Tomcat deployment)
  • 🌍 International Traineeship: Seeking Erasmus+ / international quant & data analytics traineeship opportunities for 2026/2027

πŸ› οΈ Technical Stack & Tooling

Programming & Scripting
Python R SQL Java C# JavaScript Bash

Data Engineering & DevOps
PostgreSQL Apache Airflow Docker Docker Compose Apache Tomcat Git Linux

Quantitative, Scientific & Financial Modeling
Pandas NumPy SciPy Scikit-Learn Tidyverse MetaTrader 5


πŸš€ Featured Engineering & Quantitative Projects

Production-grade automated quantitative ETL, risk forecasting, and portfolio allocation platform

  • Automated Data Ingestion: Architected streaming pipelines using yfinance to ingest market data into PostgreSQL via idempotent UPSERT (ON CONFLICT) operations, ensuring data integrity with zero duplicates.
  • Quantitative Optimization & Risk: Solved Markowitz Mean-Variance portfolio optimization via scipy.optimize to calculate Maximum Sharpe Ratio weights; developed a 10,000-path Monte Carlo Geometric Brownian Motion (GBM) engine for 95% Value-at-Risk (VaR) and drawdown forecasting.
  • DevOps & Workflow Orchestration: Fully containerized with Docker Compose; scheduled sequential execution (DB Init β†’ Ingest β†’ Optimize β†’ Simulate β†’ Report) via Apache Airflow DAGs.

Python SQL PostgreSQL Apache Airflow Docker Compose Quantitative Finance Risk Management


Clinical biosignal telemetry, predictive deterioration modeling, and Health Technology Assessment (HTA) in R

  • Predictive Clinical Deterioration (AUC = 0.902): Implemented predictive analytics and Kaplan-Meier survival models to anticipate clinical crises and septic shock prior to standard NEWS2 benchmarks.
  • Decision Curve Analysis (DCA): Statistical evaluation to mitigate alarm fatigue across hospital departments.
  • Biosignal DSP: Digital filtering of 100 Hz PPG signals and spectral FFT analysis for Heart Rate Variability (HRV) estimation.
  • Markov Decision Model (HTA): 1,000 Monte Carlo iterations demonstrating continuous monitoring reduces ICU stays by 1.88 days, yielding >€4,000 cost savings per patient.

R (tidyverse, survival) Biostatistics Digital Signal Processing Health Economics (HEOR) Connected Care


Autonomous algorithmic trading framework incorporating Marcos LΓ³pez de Prado's Advances in Financial Machine Learning

  • Fractional Differentiation: Achieved stationary time-series while preserving maximum memory (AFML Ch. 5).
  • Lempel-Ziv Entropy: Non-parametric market regime classification (Trend vs. Mean Reversion).
  • Multi-Horizon Trend Scoring & Risk Controls: Triple-Barrier labeling (TP 4Γ—ATR / SL 2.5Γ—ATR), Winsorization against tail-risk events, and microstructural spread volatility filters.

Python MetaTrader 5 NumPy SciPy Algorithmic Trading Quantitative Finance


Relational database design, financial entity modeling, and performance-tuned SQL architectures

  • Engineered normalized ER schemas for financial transactions, billing systems, and enterprise accounting records.
  • Authoring high-performance SQL: Window Functions, Common Table Expressions (CTEs), indexing strategies, and query execution plan optimization.

SQL PostgreSQL Database Design Relational Modeling Data Warehousing


πŸ“– Current Academic & Research Curriculum

πŸ“š Currently Focusing On:
   β”œβ”€β”€ Corporate Finance & Financial Economics (UNIVPM)
   β”œβ”€β”€ Applied Econometrics & Statistical Computing (R / Python)
   β”œβ”€β”€ Business Information Systems & Data Mining (SQL, Data Warehouses)
   └── Planning & Control Systems (Management Accounting & KPIs)

πŸ”œ Advanced Roadmap:
   β”œβ”€β”€ Options Pricing Models (Black-Scholes, Stochastic Volatility)
   β”œβ”€β”€ Multi-Factor Risk Pricing (Fama-French 5-Factor Model)
   └── CFA Level 1 Preparation

πŸ“ˆ GitHub Metrics

Haroun's GitHub Stats

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πŸ“« Connect with Me


"The goal of all models is to simplify reality enough to make decisions, but not so much that the decisions are wrong." β€” Marcos LΓ³pez de Prado

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