FINN HEAP — quant workstation

Hello, I’m Finn.

I have a deep interest in mathematical finance and the unusual, revealing ways data can be applied to markets.

This is my workstation — a scattered desk of windows. The chart tracks my path so far; the panels around it hold my work, skills and interests. Drag anything by its title bar.

▮ career_index.live 05/2018
05/2018 A-levels

Hover a candle to preview an event · click to lock it here.

▮ readme.md about

Final-year mathematics student working at the intersection of probability theory and financial markets. I build pricing models and backtests, and write up what the data shows.

Seeking a graduate quant research role for 2026.

▮ tty — session log live

        
▮ watchlist skills
PYTHON▲ strong
NUMPY/PANDAS▲ strong
STOCH.CALC▲ strong
TIMESERIES▲ strong
SQL▲ strong
C++▶ building
RUST▶ building
▮ vanity_metrics not advice
SHARPE*
1.62
P(SUCCESS)
0.94
PROJECTS
07
UPTIME
99.9%
P(COFFEE)
1.00
BUGS FIXED
204

* annualised, in units of caffeine. not a real Sharpe ratio.

▮ resources — projects 4 listed
projecttypelink
monte-carlo-pricer code → open
pairs-trade-engine code → open
yield-curve-notes writing → read
vol-surface-viz code → open
▮ interests off-desk
  • stochastic processes
  • market microstructure
  • chess
  • long-distance running
  • probability puzzles
  • open-source
▮ contact links

tip: drag any window by its title bar · click the chart to replay