Brian Banna
I'm a Data Science master's student at EPFL focused on quantitative finance, systematic trading and commodities.
About
I work on quantitative research and systematic modeling, mainly in commodities and macro markets. I'm pursuing a Master's in Data Science with a minor in Financial Engineering at EPFL.
I use statistical methods, time series analysis, and financial mathematics to build models that support data driven decisions in trading and market analysis.
My work focuses on designing strategies, studying market behavior, and backtesting ideas using clear data and financial logic.
I have built and tested projects across commodities, equities, and macro markets.
Tech Stack
Projects
A collection of my work in quantitative finance and systematic trading.
Adaptive Statistical Arbitrage in Commodity Markets
Analyzing how regime shifts and price spreads evolve across major commodities.
View Repository →
Commodity Futures Curve Modeling and Factor Trading
Systematic Trend-Following Trading Strategy for Commodities
