Projects
PricePath is a pricing simulator (currently for options, stocks) that leverages Monte Carlo simulations and black-scholes pricing with real-time visualization of stock price paths and profit/loss distributions. The system allows users to customize key parameters including strike price, volatility, and time to maturity to model various market scenarios. Built with C++.
Developed a stock recommendation system using Python which analyzes historical data using Spark and PyTorch. Implemented and trained
s LSTM, Random Forest, and Factorization Machine models from scratch on last 10 years of data to predict stock closing prices
An electronic options order book simulator in C++, leveraging Boost for performance and the FIX protocol for seamless integration with trading systems.
Developed a Monte Carlo simulator for BlackJack using C++ which simulates the game and calculates the probability of winning and the player edge when counting cards under different strategies
Developed a 3-tier stock trading server using Python that handles requests from various clients using a thread-pool mode with replication and consistency accross failures. Also Implemented Least Recently Used caching for improving latency of requests.
News
- Jul 2025: Completed Akuna Capital's Options 101 course
- Started this page as a way to share my journey into quant!