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Hello I am Robert, nice to meet you 👋

I am currently studying the Masters programme in Quantitative Finance at the Christian-Albrechts-University of Kiel, SH Germany. Here on Github I am hosting all kinds of little own projects, files and concepts from my various university modules and internships.

Projects I was staffed on during my internships can be found here:

Deutsche Börse, EUREX AG

Deutsche Bundesbank

Projects I was staffed on during my working student positions can be found here:

Chair of Finance, Prof. Dr. Jacobs, University Duisburg-Essen

Vattenfall Energy Trading

Statista Q

Student Tutor CAU Kiel

Various academic works of mine are present too:

Thematically most of the files deal with topics from the Finance/ Quantitative Finance field.
The Literature I used to write my Bachelor Thesis can be found here:

Lecture Notes of my Masters Programme can be found here: CAU University of Kiel Lecture Notes in Mathematical Finance

Topics that interest me are: Quantitative Finance, Stochastic Processes, Machine Learning, Big Data Analytics, Statistics and Inferential Statistics, Computational Finance, Market Making, High Frequency Trading, Derivatives, Fixed Income Derivatives, Neural Networks and Deep Learning, Neuroscience and Neuromathematics, Financial Engineering, Data Science, Statistical Learning, Algorithmic Trading, Portfoliomanagement, Asset Management, Optimisation, Mathematical Finance, Market-Microstructure

Additionally I am active in the Academic Stock Exchange Association e. V. (ABB e. V.) and the Blockchain Association SH e. V. (BASH e. V.).

My Bookshelf

Inspired by a collegue I met during my internship at the Eurex (Clive D'Souza) here are some of the books I read so far, happy for recommendations:

Currently reading

  • Can't hurt me - David Goggins - 2018
  • Kampf dem Terror - Kampf dem Islam?: Chronik eines unbegrenzten Krieges - Peter Scholl Latour - 2002
  • The Math of Life and Death: 7 Mathematical Principles That Shape Our Lives - Kit Yates - 2020
  • Reinforcement Learning for Finance - Solve Problems in Finance with CNN and RNN Using the TensorFlow Library - Samit Ahlawat - 2023

Economy, Politics and Macroeconomics

  • The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources - Jack Farchy, Javier Blas - 2021
  • Erneuerbare Energien zum Verstehen und Mitreden - Christian Holler, Joachim Gaukel, Harald Lesch, Florian Lesch, Charlotte Kelschenbach - 2021
  • Principles for Dealing with the Changing World Order: Why Nations Succeed or Fail - Ray Dalio - 2021
  • Die BĂŒrgerliche Revolution: Wie wir unsere Freiheit und unseren Wohlstand erhalten - Markus Krall - 2020

Coding Infrastructure, Best Practices and Development Processes

  • Git – kurz & gut - Nina Siessegger - 2022
  • Pro Git - Scott Chacon, Ben Straub - 2022
  • Using Docker - Adrian Mouat - 2015
  • Introducing MLOps: How to Scale Machine Learning in the Enterprise - Mark Treveil, Nicolas Omont, ClĂ©ment Stenac, Kenji Lefevre, Du Phan, Joachim Zentici, Adrien Lavoillotte, Makoto Miyazaki, Lynn Heidmann - 2020

Coding

  • Python for Excel: A Modern Environment for Automation and Data Analysis - Felix Zumstein - 2021
  • Python for Data Analysis: Data Wrangling with Pandas, NumPy, and Jupyter - Wes McKinney - 2022
  • Data Science from Scratch: First Principles with Python - Joel Grus - 2019
  • Web Scraping with Python - Ryan Mitchell - 2018
  • Pandas for Everyone: Python Data Analysis - Daniel Y. Chen - 2017

Statistics, Mathematics and Machine Learning

  • An Introduction to Statistical Learning: with Applications in R - Gareth James, Daniela Witten - 2021
  • The Handbook of Energy Trading - Stefano Fiorenzani, Samuele Ravelli, Enrico Edoli - 2011
  • Wirtschafts- und Bevölkerungsstatistik - Andreas Behr, Götz Rohwer - 2019
  • Grundwissen Deskriptive Statistik - Andreas Behr - 2023
  • Financial Capital. Data and Models - Andreas Behr, Götz Rohwer - 2021
  • Grundwissen Induktive Statistik - Andreas Behr, Götz Rohwer - 2018
  • Neuromathematik und Assoziativmaschinen - Hans-Joachim Bentz, Andreas Dierks - 2013
  • (Parts) Time Series Analysis - James D. Hamilton - 1994
  • (Parts) Advances in Financial Machine Learning - Marcos LĂłpez de Prado - 2018

Philosophy and rational thinking

  • Hiking With Nietzsche: On Becoming Who You Are - John J. Kaag - 2018
  • Becoming Myself: A Psychiatrist's Memoir - Irvin D. YalomIrvin D. Yalom - 2017
  • Moralischer Fortschritt in dunklen Zeiten: Universale Werte fĂŒr das 21. Jahrhundert - Markus Gabriel - 2020
  • Factfulness: Ten Reasons We're Wrong About The World - And Why Things Are Better Than You Think - Hans Rosling - 2018
  • The Art of Thinking Clearly: The Secrets of Perfect Decision-Making - Rolf Dobelli - 2013
  • Die letzten RĂ€tsel der Mathematik - Ian Stewart, Monika Niehaus, Dr. Bernd Schuh - 2015
  • Dark Data: Why What You Don't Know Matters - David J. Hand - 2022

Physics and Space

  • Brief Answers to the Big Questions - Stephen Hawking - 2018
  • A Brief History of Time: And Other Essays - Stephen Hawking - 1998

Quantitative Finance/Financial Engineering

  • Financial Engineering: Strategien, Bewertungen und Risikomanagement - Michael Bloss, Daniel Sörensen, Manuel Kleinknecht - 2020
  • Market Microstructure in Practice: Second Edition - Sophie Laruelle, Charles-Albert Lehalle - 2018
  • (Parts) Options, Futures, and Other Derivatives - John C. Hull - 2014
  • Energy Trading and Risk Management, A Practical Approach to Hedging, Trading, and Portfolio Diversification - Iris Mack - 2014
  • Fixed Income Analysis - Frank J. Fabozzi - 2007
  • (Parts) Mathematical Finance - Ernst Eberlein, Jan Kallsen - 2020
  • Optimal Investment - L. C. G. Rogers - 2012

Quant/ Asset Class History

  • The Man who solved the market - Gregory Zuckerman - 2019
  • The Bond King: How One Man Made a Market, Built an Empire, and Lost It All - Mary Childs - 2022
  • Beat the Market: A Scientific Stock Market System - Edward O. Thorp, Sheen T. Kassouf - 1967
  • The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It - Scott Patterson - 2011
  • Taking the Floor: Models, Morals, and Management in a Wall Street Trading Room - Daniel Beunza - 2021
  • Nerds on Wall Street: Math, Machines and Wired Markets - David J. Leinweber - 2009

Communication

  • Das Harvard-Konzept: Die unschlagbare Methode fĂŒr beste Verhandlungsergebnisse - William Ury, Roger Fisher - 2018

Psychology

  • Persönlichkeit – Auf der Suche nach unserer IndividualitĂ€t - Christian Montag - 2016
  • Von der Kunst des Zuhörens: Therapeutische Aspekte der Psychoanalyse - Erich Fromm - 2005

Blockchain and other tech stuff

  • Blockchain: Hype oder Innovation - Christoph Meinel, Tatiana Gayvoronskaya - 2020

Stock Valuation and general Investing

  • Unternehmensbewertung & Kennzahlenanalyse: Praxisnahe EinfĂŒhrung mit zahlreichen Fallbeispielen börsennotierter Unternehmen - Nicolas Schmidlin - 2020
  • So funktioniert die Börse - Christoph A. Scherbaum - 2015
  • Fundamentalanalyse versus Chartanalyse Methoden der Aktienbewertung im Vergleich - Viktor Heese, Christian Riedel - 2016
  • Der entspannte Weg zum Reichtum - Susan Levermann - 2011

For any further Questions or if you would like to stay in touch, don't hesitate to reach out to me via LinkedIn.

Cheers, Robert

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Robert Hennings's Projects

bachelorthesis icon bachelorthesis

This repository deals with my bachelor thesis which is first about developing a liquidity index with which secondly the liquidity risk exposure and therefore premium on the US-capital market is measured.

bachelorthesisliterature icon bachelorthesisliterature

This repository holds all the papers I have read while writing my Bachelor-Thesis. It is mainly structured based on the Journal Rating the paper was published in.

datenbankmanagementsystemess21 icon datenbankmanagementsystemess21

This repository deals with the lessons and tasks from the module "Datenbankmanagementsysteme" which was taught in the summer term 2020 at the university Duisburg-Essen, campus Essen. The primary language that was used is Postgres SQL.

delta_hedging_with_derivatives icon delta_hedging_with_derivatives

This repository deals with simple computational examples of a delta- and a delta-gamma hedge of an option on the underlying apple stock. Included are my presentation and a short handout of the covered topics.

internship_deutscheboerseeurex icon internship_deutscheboerseeurex

This repository contains background material that I used during my time as an intern at the EUREX Frankfurt AG in the Fixed Income Exchange Traded Derivatives Product Design Department.

internship_deutschebundesbank icon internship_deutschebundesbank

This repository deals with little projects that I have written during my time as an intern at the Deutsche Bundesbank in the Market Intelligence and Analysis department.

masterquantfinancecau_courses_projects icon masterquantfinancecau_courses_projects

This repository deals with materials from my masters degree where I collect all of the sheets and code I have written for better understanding or just to have it at hand.

opencampus_sentiment_project icon opencampus_sentiment_project

This repository deals with the application of Natural Language Processing methods (NLP) as part of the Opencampus course "Machine Learning with TensorFlow", offered in the summer semester 2023. The materials uploaded here represent the final project of the course. As my own project, I chose a scientific problem: Are journalists' opinions influenced

python_for_excel icon python_for_excel

This repository deals with the connection of Python and Excel programming. It serves as companion for the corresponding book "Python for Excel" from Felix Zumstein, who provides all these example files in his own Github Profile.

python_pandas icon python_pandas

This repository deals with the Python Pandas Package for wrangling, editing and storing tabular data. Inside there are the files as companion for the book "Pandas for everyone", which I read and followed by by using and editing the files in this repository. All the tasks and lessons from the book can be found in the file "Python_Pandas.py".

seawaveforecasting icon seawaveforecasting

This repository deals with setting up a little model to predict Parameters of Sea Waves.

seminarpaper_dividends icon seminarpaper_dividends

This repository deals with a seminar paper considering the payout politics of listed stock companies. The aim of this paper is to analyze the question raised at the beginning with regard to the temporal development of the volumes and concentration of dividend payments on the international capital markets.

seminarpaper_neuralnetworks icon seminarpaper_neuralnetworks

This repository deals with a seminar paper considering Artificial Neural Networks (ANN). The focus of this seminar paper is to answer the question, which problems can be solved with the mathematical representation of nerve cell structures and to show possible application scenarios of artificial neural networks (ANN) in the fields of technology and economy.

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