About Me
I am a passionate student at IIT Kanpur, deeply immersed in the world of algorithms, machine learning, and cutting-edge research. My journey spans across multiple domains including financial modeling, autonomous trading systems, quantum simulations, and advanced statistical learning methods.
With expertise in C++, Python, Go, and MATLAB, I bridge the gap between theoretical concepts and practical implementations. My work encompasses everything from high-frequency trading bots to density functional theory simulations, and from backend microservices to competitive programming tools, always pushing the boundaries of what's possible with code.
When I'm not diving deep into research, you'll find me tackling challenging algorithmic problems on platforms like LeetCode, Codeforces, and CodeChef, constantly sharpening my problem-solving skills and staying at the forefront of competitive programming.
Featured Projects
🤖 Market-Making Bot
High-frequency trading system implemented in C++, integrating Zerodha API for real-time market data and automated trading strategies. Features advanced risk management and latency optimization.
📊 IV Surface Modeling
Comprehensive volatility surface modeling using SABR, Heston, and SSVI models. Calibrated using Bank NIFTY options data with advanced optimization techniques for accurate pricing.
⚛️ DFT Simulations
Quantum mechanical simulations for band gap engineering in Fe-doped TiO2 using VASP. Explored electronic properties and optimized material characteristics for photocatalytic applications.
🔮 DUT1 Prediction
Time series forecasting model for Earth rotation parameters using Gradient Boosting Machines, Temporal Convolutional Networks, and LSTM architectures with horizon-specific optimization.
⚡ CF Stress
Community-driven, highly customizable, no-code tool to stress test Codeforces problems. Built with Go, MongoDB, Docker, and Postman integration. Features advanced concurrency handling and DataDog monitoring for performance optimization.
Technical Skills
Programming
C++, Python, MATLAB
Machine Learning
TensorFlow, PyTorch, Scikit-learn
Finance
Quantitative Modeling, Risk Management
Data Science
Statistical Analysis, Time Series
Computational Physics
VASP, DFT, Quantum Simulations
Algorithms
Competitive Programming, Optimization
Backend Development
Go, MongoDB, Docker, REST APIs
DevOps & Monitoring
DataDog, Postman, Concurrency
Research & Insights
Building a Market-Making Strategy
Deep dive into the mathematical foundations and implementation details of high-frequency trading algorithms. Exploring market microstructure, optimal bid-ask spread calculation, and risk management techniques.
Read More →Volatility Surface Fitting: SABR vs. Heston vs. SSVI
Comprehensive comparison of popular volatility models in derivatives pricing. Analysis of fitting accuracy, computational efficiency, and practical implementation considerations for each model.
Read More →Quantum Computing in Financial Modeling
Exploring the intersection of quantum algorithms and financial mathematics. Investigating potential applications in portfolio optimization, risk assessment, and option pricing models.
Read More →Building Scalable Backend Systems with Go
Deep dive into Go programming for high-performance backend development. Covering concurrency patterns, microservices architecture, and real-world deployment strategies used in CF Stress development.
Read More →Let's Connect
I'm always excited to discuss new opportunities, collaborate on interesting projects, or simply chat about technology and research. Feel free to reach out!