MICHAEL MCANANY

PORTFOLIO / MICHAEL MCANANY

Things I’ve
worked on.

Most of my projects start with something I want to understand. Sometimes that turns into a model or a piece of code; sometimes it's something physical. Here are a few I've worked on, including some that aren't finished yet.

Explore the work View GitHub ↗ (opens in a new tab)
MATHS PHYSICS PROGRAMMING DESIGNSCROLL TO EXPLORE
44EQUITIES IN THE
VOLATILITY STUDY
02INDEPENDENT
COLLAPSE FAMILIES
04A-LEVEL SUBJECTS
MATHS, FM, PHYSICS, CS
Some finished projects,
some still in progress.

01 / EXPLORE

My projects.

Some are finished and others are still in progress. I've labelled them so you can tell which is which.

6 projects shown

SIMULATION STUDYFIG 01 / ILLUSTRATIVE
r(t) ↓DENSITY ↑t →
01 / COMPUTATIONAL PHYSICSCOMPLETED

Simulating star formation.

I started with a simple spherical-collapse model for a school physics prize. Afterwards, I explored the Shu and Larson–Penston solutions independently.

PythonAstrophysicsNumerical modelling
Read the approach

First study: evolved collapsing spherical shells with a homologous velocity assumption; calculated shell radii, inferred densities and approximated temperatures from an ideal-gas model.

Independent continuation: investigated Shu inside-out collapse and Larson–Penston self-similar solutions, including infall behaviour, accretion rate and central mass growth.

I checked the outputs against the assumptions and tried to spot results that didn’t make physical sense.

QUANTITATIVE RESEARCHFIG 02 / CONCEPTUAL
H = 1 / 5 / 10 / 20TIME →σ (VOLATILITY)
02 / QUANTITATIVE FINANCEIN PROGRESS

SigFlowRL: forecasting volatility.

I'm testing whether path signatures help forecast stock volatility more accurately than simpler methods, including how well the models estimate uncertainty.

PythonPath signaturesTime series
Read the approach

Research design spans 44 equities across 11 sectors, a 60-day lookback and 1-, 5-, 10- and 20-day forecasting horizons.

Comparisons include a HAR baseline, uncertainty calibration, leakage controls and checks across time and equities. The research is ongoing; no performance advantage is claimed here.

View the public research repository ↗ (opens in a new tab)
OPTICAL DESIGN03 / CONCEPT
INCIDENT RAYSFOCUS
03 / PHYSICS & DESIGNCOMPLETED STUDY

Fresnel lens design.

I modelled the angles of the grooves in a Fresnel lens to see how it could focus light without needing a thick piece of glass.

OpticsGeometrySimulation
Project notes

Worked backwards from a desired refracted ray path to set groove angles, and examined the design trade-offs associated with lighthouse-style Fresnel optics.

PRODUCT ENGINEERING04 / EXPLORATION
CAP / BARREL / NIB UNIT
04 / PHYSICAL DESIGNDESIGN STAGE

Designing my own fountain pen.

I wanted a light pen that writes smoothly and doesn't dry out in my pocket. I'm designing one around a Schmidt nib unit, with the aim of making prototypes.

CAD planningPrototypingMechanisms
Project notes

Exploring cap geometry, the posting mechanism, tolerances and threads, with 3D-printed prototypes as a path towards a machined version. The final pen has not yet been manufactured.

INTERACTIVE SOFTWARE05 / COURSEWORK
DRAG / AIM / RELEASE
05 / PROGRAMMINGCOURSEWORK

An archery game for coursework.

For my Computer Science coursework, I built an archery game where you drag to aim and release to shoot.

ProgrammingInteraction design
Project notes

Focused on translating a simple physical interaction into responsive controls. This is a past coursework project, not a publicly hosted game.

WEB DESIGN06 / IN PROGRESS
WIREFRAME / DEMO NOT YET LIVE
06 / WEBSITE SYSTEMSBUILDING

Websites for tradespeople.

I'm building a reusable website for local tradespeople, with clear information, quick loading and a simple way for customers to get in touch.

HTMLCSSJavaScript
Project notes

Working with semantic HTML, reusable design tokens, responsive CSS and lightweight interactions. The dedicated demonstration website is not published yet.

02 / THINKING

A closer look
at two projects.

Here is a bit more about how I approached the star formation and volatility projects.

A / ASTROPHYSICS

Starting with a
simple model.

My first model made quite a few simplifying assumptions. I wanted to see what changed when I looked at more realistic descriptions of gravitational collapse.

  1. 01
    Choose the constraints

    Start with spherical symmetry and clearly state the assumptions in the school model.

  2. 02
    Follow the evolution

    Compute radius and density histories, then derive useful approximate quantities.

  3. 03
    Compare models

    Explore Shu and Larson–Penston behaviour in the independent continuation.

B / QUANTITATIVE RESEARCH

Testing forecasts,
not just making them.

In SigFlowRL, I'm looking at whether the order and shape of price movements help with forecasting volatility. I also want to know whether the model's confidence estimates are useful.

44EQUITIES
11SECTORS
60DAY LOOKBACK
04HORIZONS

Ongoing research. These are study-design parameters, not claimed performance results.

Browse the code & research notes ↗ (opens in a new tab)

03 / BACKGROUND

Education &
experience.

Here's where I've studied, worked and picked up some of the skills I use in my projects.

EXPERIENCE

2026

Quantitative finance work placement

BNY Mellon · One week

Introduced to quantitative workflows, risk-neutral valuation, binomial pricing, Monte Carlo methods and the Black–Scholes framework.

ONGOING

Independent technical projects

Research, code and product exploration

Developing SigFlowRL, improving numerical models, exploring web development and designing mechanical prototypes.

PAST

Peer mentoring & tutoring

Buddy Up Richmond · Mathematics tutoring

One year volunteering through Buddy Up and experience helping students understand mathematics.

04 / OUTSIDE THE SCREEN

Away from the computer.

I also spend a lot of time on sport and other practical interests.

01 / ATHLETICS

200 metres.
23.31 seconds.

I sprint with Herne Hill Harriers. My personal best for 200 metres is 23.31 seconds.

02 / RUGBY

School
rugby.

I played house and school rugby at Eton, including the 1st VII at Rosslyn Park.

03 / CURIOSITY

Things I make
for fun.

I like tinkering with fountain pens, FPV drones, Linux and small web projects.

05 / THE TOOLBOX

Tools I
use.

These are some of the languages, tools and subjects I’ve used in my projects.

COMPUTATION

Python · SQL · Numerical modelling · Time-series analysis · Data visualisation

MATHEMATICS & PHYSICS

Mechanics · Optics · Probability · Stochastic processes · Differential equations

DESIGN & BUILD

HTML · CSS · JavaScript · Git · Linux · Interactive prototyping · Mechanical design

06 / WHAT'S NEXT

More to come.

I'll add more projects here as I finish them and update the ones I'm still working on.

Explore my GitHub ↗ (opens in a new tab)Back to homepage ↖