Passionate about financial markets, algorithmic trading, and building sophisticated quantitative models to decode market behavior and optimize investment strategies.
import numpy as np
from scipy.stats import norm
def black_scholes(S, K, T, r, sigma):
d1 = calculate_d1(S, K, T, r, sigma)
return S * norm.cdf(d1)
I'm a quantitative researcher specializing in financial modeling, algorithmic trading, and risk management.I'am a student at Shri Ram College of Commerce. My work focuses on creating sophisticated mathematical models to understand market dynamics, price derivatives, and develop systematic trading strategies.
Quant Models
Years Experience
Backtests Run
Black-Scholes, Heston, and exotic options modeling with advanced numerical methods
Stochastic volatility models, GARCH, and volatility surface construction
Advanced simulation techniques with variance reduction and parallel computing
User-friendly financial tools and interactive dashboards for real-time analysis
Statistical validation, performance metrics, and comprehensive model evaluation
Advanced volatility modeling with local volatility surfaces and calibration techniques
I'm always interested in discussing quantitative finance, algorithmic trading strategies, and innovative financial modeling projects. Let's connect and explore opportunities.