Welcome to my digital space! I'm a developer and aspiring Quantitative Analyst from Patna, India, currently pursuing a B.Tech in Computer Science at VIT-AP. My passion lies at the intersection of finance and technology β where I apply statistical modeling, machine learning, and software engineering to solve complex financial problems.
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Building and backtesting systematic trading strategies, modeling financial instruments, and analyzing market data to extract alpha.
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Designing scalable, high-performance software and data-driven solutions using modern frameworks and cloud-native tools.
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- Description: A full-stack platform for discovering, backtesting, and visualizing statistical arbitrage strategies.
- Tech Stack:
PythonFlaskPandasStatsmodelsPlotlyyfinanceHTML/CSS - Highlights:
- Implements Engle-Granger and Johansen cointegration tests for robust pair selection.
- Provides a responsive web dashboard with multi-market (S&P 500, FTSE 100, DAX) screeners.
- Generates detailed, interactive HTML backtest reports with charts, trade logs, and performance metrics.
- Description: Constructed and calibrated the USD Treasury yield curve using the Nelson-Siegel model to price off-the-run bonds and uncover relative value opportunities.
- Tech Stack:
PythonPandasNumPyScikit-learnMatplotlib - Impact: Achieved an RMSE < 4 bps and modeled over 75% of the variance in 10-year Treasury yields.
- Description: A Raspberry Piβbased assistive system converting printed text into real-time speech for visually impaired users.
- Tech Stack:
PythonTesseract OCRText-to-SpeechOpenCV - Impact: Enables independent access to printed text, empowering visually impaired individuals.
| Quantitative Finance | AI & ML Systems | Development |
|---|---|---|
| High-Frequency Trading | MLOps & Production ML | Low-Latency Systems (C++) |
| Derivatives Pricing Models | Self-Hosted LLMs (Ollama) | WebAssembly |
| Volatility Surface Modeling | Edge AI & TinyML | Cloud-Native Architecture |
| Factor Investing | Federated Learning | System Design Patterns |
