Jan Gómez Escobar

Logo Jan Gómez Escobar

Selected work

Tools and research that create more room to move

Projects that reduce friction, make reasoning inspectable, and turn learning into more opportunity and leverage.

Web app

RealAutoSolution

A multi-tenant incident-management SaaS that gives tenants a direct reporting channel, making problems visible and helping teams act before friction compounds.

  • Next.js 15
  • React 19
  • Supabase
  • PostgreSQL RLS
  • Multi-tenant SaaS
Built with

Next.js 15 · React 19 · Supabase · Postgres RPCs · Row-Level Security

Research paper

Statistical Arbitrage & Mean Reversion Strategies

An open study of cointegration-driven pairs trading across equities, crypto, and FX, giving readers a transparent way to evaluate uncertainty, assumptions, and trading costs.

  • Python
  • statsmodels
  • Kalman Filter
  • Cointegration
  • Quant Research
Built with

Python · Johansen/VECM · Kalman Filtering · Transaction-cost analysis

Research paper

Bootstrap Methods for Financial Risk Management

A comparison of bootstrap VaR intervals on BTC-USD that makes hidden tail-risk uncertainty visible and supports more cautious financial decisions.

  • Python
  • Bootstrap Resampling
  • Value-at-Risk
  • Hypothesis Testing
Built with

Python · Parametric VaR · Percentile Bootstrap · BCa Bootstrap

Research paper

Numerical Methods for Real Options Valuation

A benchmark of numerical solvers against a closed-form real-options solution, helping decision-makers understand how modelling choices affect choices under uncertainty.

  • Python
  • Numerical ODE Solvers
  • Options Pricing
Built with

Python · Euler · Heun · RK2 · RK4

Open project

E-Commerce Automated Image Categorization Engine

A clothing image categorisation pipeline that reduces manual tagging work and tests how better data isolation can make product discovery more accessible.

  • Python
  • K-Means++
  • Computer Vision
Built with

Python · KNN · K-Means++ · Fashion-MNIST · ROI isolation

Open project

Spinortechnologies

An independent quant research group I founded to make quantitative research easier to inspect, learn from, and build on through open strategy design.

  • Quant Research
  • Community
  • Open Research
Built with

Academic literature review · Python · Open write-ups · Peer discussion