MCM — 2025 Mathematical Contest in Modeling
MCM is a 4 day international contest focused on combining statistics, mathematics, programming, and research skills to model an open-ended real-world problem.
Aathreya Kadambi, Kailash Ranganathan, and myself worked on modeling & forecasting the 2028 LA olympic medal counts using Markov models and a Bayesian statistical approach.
Pearl Fund: Portfolio Optimization & Statistical Analysis
Pearl Fund is a project aimed at utilizing foundational concepts from modern portfolio theory, CAPM, R, and other financial economics concepts to opitmize & analyze a collection of assets for certain objectives.
(Unrelated) Scribe notes on Efficient Set Mathematics & CAPM from my ECON 139 (Asset Pricing & Portfolio Choice) class @ Berkeley.
Machine Learning API - Cerbo
Cerbo is a python based library that provides a user-friendly experience to train and learn about ML models. With over 15K downloads, Cerbo is a tool that teaches the fundamental coding skills associated with AI.
Holiday Effect Trading Strategy
This project explores the effect of holidays on trading activity and profitability through a regression analysis. Furthermore, an ETF trading strategy is developed and backtested using these holiday effect principles.
Machine Learning Textbook
Co-authored a comprehensive textbook that built up concepts of machine learning and deep learning from the basics. The textbook has garnered various recognition, most notably from Amazon AWS VP, Swami Sivasubramanian.
Derivative Hedging & Pricing Tools
A series of dynamic financial models that price the theoretical value of an options contract using the Black Scholes & the Binomial Model. A delta-neutral hedging model is used to execute arbitrage while remaining directionally neutral.