Building toward quantitative finance through research and software.
I’m David Anderle, a Czech informatics student developing stronger mathematical, quantitative, and research-engineering foundations through projects that another person can inspect.
I study Informatics at the Czech University of Life Sciences Prague and spent the 2025–2026 academic year at the University of Wisconsin–Madison. That year broadened my work from software and data into finance, economics, financial modeling, and research-oriented analysis.
My current direction is deliberately narrower than a list of interests. I am focused on quantitative research, market and risk data, financial models, portfolio-survival questions, and the infrastructure needed to make analytical work reproducible. I use Python for most data and modeling workflows and am also developing work in Rust and privacy-preserving systems.
I do not present prototypes as production systems or private ambition as public achievement. A project belongs on this site only when I can state the problem, my exact role, the data and method, the result, and the limitations clearly enough for another person to inspect it.
Working principles
Status, dates, authorship, data rights, and limitations are part of the result.
A clean run, a defined input, and a falsifiable claim matter more than a large project count.
Liquidity, leverage, correlation, constraints, and incentives can dominate a model’s central estimate.
Restricted data, account information, execution logic, and other people’s intellectual property do not belong on a portfolio site.
Current focus
My near-term priorities are completing my bachelor’s degree, strengthening mathematics and probability, producing reproducible research, and becoming useful in quantitative, research-engineering, data, and financial-analytics environments.
Outside the core professional work, I am interested in aviation, high mountains, and complex engineering systems. They reward preparation, respect for constraints, and calm decisions under uncertainty—but remain secondary on this website.