Miguel Grande Ferrando

EPFLETUGM-SGM-BA4

Born and raised in Barcelona, Spain, I later moved to Switzerland to study Mechanical Engineering at EPFL. I'm a second-year student with strong foundations in mathematics, physics, and programming.

Through these 2 years, I've become particularly interested in aerospace engineering and financial models, and I'm exploring opportunities that apply engineering approaches to model the financial markets.

Currently seeking a summer internship where I can apply my technical skills and continue developing in a rigorous and performant environment.

Expériences professionnelles

Image Recognition and Trajectory Analysis Program (Academic Project)

Developed a computer vision–based program to analyze billiards game videos by processing individual frames, detecting all balls, reconstructing their trajectories, and determining the game outcome. 

The project involved: -

  •  Image processing and object detection to identify and track up to 3 moving bodies across video frames 
  • Trajectory reconstruction and motion analysis using geometric and numerical methods 
  • Handling noise and frame-to-frame uncertainties. 
  • Designing an end-to-end pipeline from raw video data to final report of the game 

This project required a particular focus on translating physical motion into reliable computational models.

  • Skills: MATHLAB · C (Programming Language) · NI LabVIEW · Algorithm Design

Mechanical Design Project - Ball Launcher

  • Designed and developed a mechanical ball launcher through the full engineering workflow, from conceptualization to detailed CAD modeling.

    • Performed mechanical analysis to define functional requirements, select materials, and ensure structural and dynamic performance.
    •  Created detailed CAD models using CATIA, integrating mechanical constraints, material properties, and manufacturability considerations.
    • Designed and developed a mechanical ball launcher through the full engineering workflow, from conceptualization to detailed CAD modeling. 

  • Skills: Computer-Aided Design (CAD) · CATIA

Self Research Reading - Log Periodic Power Laws (LPPLs)

Self studying Dr.Didier Sornette's (ETHz) academic research on log-periodic power law (LPPLS) models for the characterization and potential prediction of financial bubbles and crashes.

Currently learning the mathematical structure of LPPLS models and their application to real financial time series, with attention to calibration challenges and model limitations.

Financial Indicator Development - VWAP Model

Developed a custom indicator in C# for the ATAS trading platform, focused on quantitative analysis of price behavior around the Volume-Weighted Average Price (VWAP).

  • Incorporated the first derivative of VWAP (slope), normalized over a rolling time window, to quantify momentum strength and directional bias.
  • Implemented statistical deviation bands around VWAP to identify regime-dependent bullish and bearish zones based on time spent within each zone.

Prix et distinctions

Olympiades de Mathématiques Zone Europe Ibérique 2023: 1ère place

AEFE (Agence pour l'Enseignement Français à l'Etranger)

2023