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IliassSjm/README.md

Iliass Sijelmassi

MSc Data Science & AI at École Polytechnique & HEC Paris. Currently a visiting student researcher at Stanford, working on ML for cardiology.

Some things I've built:

  • crypto-perps-alpha: long-short ML strategy on 411 crypto perpetual futures. 1st of 13 teams on out-of-sample Sharpe in HEC's ML for Financial Markets course.
  • cognitive-alpha: scoring pass decisions from World Cup 2022 tracking data.
  • A research paper with Stanford on predicting a rare complication after cardiac surgery.

I also fix the football analytics libraries I use: merged a PR into mplsoccer, one open on statsbombpy.

iliasssijelmassi.com · iliass.sijelmassi-idrissi@polytechnique.edu

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  1. crypto-perps-alpha crypto-perps-alpha Public

    Cross-sectional ML alpha on crypto perpetual futures — Ridge+XGBoost under rolling walk-forward, alpha-decay and transaction-cost analysis

    Python

  2. options-market-maker-sim options-market-maker-sim Public

    Market Making Simulator for European Options

    Jupyter Notebook

  3. cognitive-alpha cognitive-alpha Public

    Spatial decision-making analytics on 2022 World Cup tracking data — pitch control, trained xT, per-pass decision quality (Streamlit)

    Python