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Achievements

Achievement: YOLOAchievement: QuickdrawAchievement: Pull Shark

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IceCurrent/README.md

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Welcome

I'm a graduate of IIT Kharagpur in Mathematics & Computing, currently pursuing a master's in Financial Mathematics at NC State University. Aspiring quant, mostly working through derivatives pricing, stochastic calculus, numerical methods, and machine learning.

Skills

Languages: Python, C++, SQL
Libraries: NumPy, Pandas, SciPy, statsmodels, PyTorch
Tools: Git, Bloomberg Terminal, LaTeX
Focus areas: stochastic calculus, derivatives pricing, Monte Carlo, PDE methods

Contact

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  1. volterra_heston_model volterra_heston_model Public

    An American Options Pricing Framework using the Volterra (Rough) Heston Model

    Jupyter Notebook

  2. explainable_commodity_prices explainable_commodity_prices Public

    Jupyter Notebook 4

  3. local_volatility_model local_volatility_model Public

    Dupire local-volatility modeling pipeline on an SPX options

    Jupyter Notebook 1 1

  4. pairs_trading pairs_trading Public

    Statistical Arbitrage Project on Pairs Trading AAPL and MSFT

    Jupyter Notebook

  5. fim_500_algo_trading fim_500_algo_trading Public

    Codebase for the FIM500 Algorithmic Trading Project

    Jupyter Notebook

  6. long_short_equities long_short_equities Public

    A cross-sectional, dollar-neutral long-short equity strategy on the S&P 500.

    Jupyter Notebook