About
I am Abderrahmane Marrouk, a Financial Data Analyst and Quantitative Portfolio Analyst. My work focuses on financial data preprocessing, time-series analysis, portfolio construction, and quantitative monitoring using transparent and reproducible methods.
Scope notice: I provide analytical and educational services only. I do not provide regulated investment advice.
Analytical Orientation
I approach finance as a quantitative discipline. Reliable insights require data integrity, coherent modeling, and interpretability. My work emphasizes documentation, auditability, and methodological discipline.
Key areas of practice
- Financial data cleaning, preprocessing, and validation
- Time-series analysis: returns, volatility, correlations, and risk diagnostics
- Portfolio construction, diversification analysis, and allocation frameworks
- Portfolio monitoring, drift diagnostics, and rebalancing analytics
- Risk metrics: volatility, drawdowns, Value-at-Risk (VaR)
- Performance measurement and benchmarking
Principles
Data integrity
Clean inputs, validated transformations, and consistency checks.
Reproducibility
Structured workflows with documented steps and outputs.
Interpretability
Results presented with clear definitions and transparent assumptions.
Academic grounding
Methods aligned with established quantitative finance practice.