About
Welcome to my personal site and toolbox.
I’m an independent quantitative analyst using Python, LSTM networks, and other techniques to create trading strategies for my own account.
This site showcases the tiny pages I build in my spare time, mostly just to pass the time, where I explore and share my quantitative strategy experiments.
If you’d like to chat with me about any topic, feel free to send me an email at contact@adrienaubourg.com.
Tools
- VaR Ranking Tool — Ranks assets by Value at Risk over selected intervals.
- Correlation Heatmap — Visualizes dynamic correlations between assets.
- Order Book Imbalances — Visualizes realtime order book imbalances on any Binance Crypto.
- Download Binance Data — Download any Binance data
Latest Tool
Dynamic Correlation Heatmap
Released on May 1, 2025
Visualize live and historical correlations between selected Binance assets with sparklines and an interactive heatmap.
Binance Historical Data Downloader
Released on April 28, 2025
Download complete historical price and order-book history from Binance in one click.
Contact
Email: contact@adrienaubourg.com
LinkedIn: linkedin.com/in/adrienaubourg