Harry Rogers
Personal Portfolio
Harry Rogers
Education
Mathematics, Bsc Honors, University of Bath, (2020 - Present)
Academic and Personal Projects
IPA (Interactive Portfolio Analyser)
A Python dashboard project developing investment strategy models based on Modern Portfolio Theory. By harnessing machine learning libraries in Python, this dashboard finds optimally weighted portfolios for a range of objective functions and constraints. The objective functions explored include conditional value at risk (cVar) minimisation and Sharpe Ratio maximisation and can be benchmarked against a variety of configurations and index funds. Live Dashboard Github Project
Derivative Pricing Dashboard
A personal project developing an app in Python using Streamlit. The purpose of the app is to use Black-Scholes-Merton pricing and binomial pricing models in order to determine the theoretical value of American options. The dashboard will take in any ticker and expiry date and dynamically update the relevant graphs and analyses showing pricing disparities at different strike prices. Please note that occasionally the downloaded option chain will have a Bid/Ask of 0, this is most likely because it is outside Market Hours. Live Dashboard Github Project
Student Loan Repayment Calculator
A handy tool which uses current interest rates to calculate your student loan balance over time. You are able to set your current salary, plan, and even input potential future earnings to visualise how the balance changes dynamically. Live Dashboard Github Project
Data Science Coursework 1
An academic project looking at data manipulation and visualisation in R. Github Project
Data Science Coursework 2
An academic project looking at text sentiment analysis, spatial data visualisation and analysis in R. Github Project
Stochastic Systems Coursework (84/100)
An academic project studying a second order stochastic reactions, approximating solutions and using MATLAB to evaluate long term system behaviour. Github Project
Numerical Analysis Coursework (90/100)
An academic project studying a group of integrals and numerical approximations to solve them. Github Project
Certifications and Training
Microsoft DP-900
- Data Fundamentals: Covers core data concepts and Azure data services.
- Data Workloads: Explains transactional, analytical, and batch data processing.
- Data Storage and Processing: Addresses storage options, ingestion, and processing.
- Security and Practical Experience: Emphasizes data security, compliance, and hands-on practice with Azure data services.
Multivariate Data Analysis - OR Society
- Using machine learning methods such as k-means clustering to evaluate underlying trends across collections of variables.
- Using principal component analysis (PCA) to simplify multivariate data to a collection of independent variables.
- Using linear dicriminant analysis to reduce dimensionality and enhance class seperation, allowing future classification of data.
Skills
- R - data wrangling and visualisation.
- Python - large dataset manipulation and optimisation modelling.
- SQL (SSMS) - Large database manipulation and queries.