IPM student at IIM Bodh Gaya
I build analytical software around quantitative finance, financial modelling, markets, and data. I enjoy understanding the mathematics behind an idea, implementing the underlying system, and making the result something people can explore.
Most of my projects begin with a question:
- How should an option be priced, and how does its risk change?
- What happens to a bond portfolio when the yield curve moves?
- What factors are actually driving market returns?
- How do macroeconomic events transmit through financial markets?
- How should a company be valued, or an acquisition financed?
I enjoy working across the entire process: research, mathematical modelling, data engineering, backend systems, and interactive interfaces.
Understand the model. Build the machinery. Make the result explorable.
Corporate Finance & M&A Transaction Analysis
An India-focused transaction modelling platform connecting company analysis, valuation, deal structure, financing, synergies, pro forma statements, and EPS accretion in one connected model.
- Driver-based forecasting, DCF, WACC/CAPM, and trading comparables
- Transaction structure, Sources & Uses, and debt financing
- Purchase price allocation and synergy modelling
- Three-statement pro forma analysis and EPS accretion/dilution
- Scenario analysis, full-model sensitivities, and deal-specific solvers
- Calculation lineage, diagnostics, and reproducible assumptions
Stack: Python · FastAPI · Next.js · TypeScript · PostgreSQL · Supabase
Equity Valuation & Financial Modelling Workbench
A financial modelling platform connecting data ingestion, normalization, forecasting, valuation, accounting QA, and Excel model generation.
- Driver-based five-year, three-statement forecasts
- Base, Bull, and Bear scenarios
- CAPM-based WACC and FCFF DCF
- Reverse DCF and valuation sensitivities
- Public comparables and football-field valuation
- PE exit returns and IRR waterfall
- Automated accounting and model QA
- Dynamic 30-tab Excel model exporter
Stack: Python · FastAPI · Pydantic · OpenPyXL · SQLite · Next.js · React · TypeScript
Option Pricing, Volatility & Risk
An options research platform that grew from a Monte Carlo vs Black-Scholes comparison into a broader pricing and risk workbench.
- Black-Scholes-Merton pricing and Greeks
- Five Monte Carlo estimators and variance reduction
- Implied volatility solving
- P&L attribution and multi-leg strategies
- Scenario stress testing
- Heston calibration and stochastic volatility
- SVI volatility surface fitting
- Delta-hedging and model comparisons
Stack: Python · FastAPI · NumPy · SciPy · Next.js · TypeScript · Tailwind · Recharts
Fixed-Income Analytics for Indian Government Securities
An interactive fixed-income platform for fitting yield curves, measuring bond risk, and studying portfolio behaviour under curve scenarios.
- Nelson-Siegel-Svensson yield-curve fitting
- Zero-coupon bootstrapping
- Parallel shifts, steepeners, flatteners, twists, and butterflies
- Duration, convexity, DV01, and Key Rate Duration
- Portfolio-level scenario P&L
Stack: Python · FastAPI · SciPy · Next.js · TypeScript · Supabase
Event-Driven Macro Analysis for Indian Markets
A research platform studying how Indian financial markets behave around major macroeconomic events.
RBI MPC · CPI · IIP · NIFTY 50 · USD/INR · India VIX · 10Y G-Sec
Combines event windows, surprise analysis, market reactions, and interactive visualisation.
Stack: Python · FastAPI · Next.js · Supabase · Recharts
Pharmaceutical Market Attractiveness Across India
A statistical framework covering all 785 Indian districts, combining demographic, health, economic, and geospatial data to evaluate pharmaceutical market attractiveness.
Produces district-level Overall, Chronic, and Acute indices with current-state and future-trajectory views.
Stack: Python · Pandas · SciPy · Next.js · D3.js · Tailwind CSS
What's Really Driving Your Returns?
Rolling factor regressions across the NIFTY 500, estimating exposure to:
Market · Value · Momentum · Size · Volatility
Computationally intensive analysis is pre-computed through GitHub Actions and served through a FastAPI backend for interactive exploration.
Stack: Python · Pandas · Statsmodels · Scikit-learn · FastAPI · Next.js · Supabase
From Weekday Gap Probabilities to an Options Strategy
A research and backtesting tool studying weekday-to-weekday NIFTY 50 gaps and translating those observations into systematic CE/PE trade rules.
- Weekday-pair gap probability analysis
- Wilson confidence intervals and sample guards
- Black-Scholes option pricing
- GTT-style premium exit ladder
- In-sample vs out-of-sample diagnostics
- Interactive trade and equity-curve dashboard
Stack: Python · FastAPI · Black-Scholes · yfinance · Chart.js
Detecting Changing Relationships Across Markets
Tracks rolling relationships across:
NIFTY 50 · USD/INR · Gold · Brent Crude · 10Y G-Sec Yield · FII Net Flows
Uses rolling correlations and anomaly detection to surface periods where historically stable market relationships begin behaving differently.
Stack: Python · FastAPI · Next.js · D3.js
Your Timetable, on Your Home Screen
A Flutter Android scheduling app built around a simple idea: your next class should be visible without opening the app.
- Excel / CSV timetable import
- Three home-screen widget sizes
- Live "Up Next" countdown
- Unified classes and tasks timeline
- SQLite persistence
- Native Kotlin Android integration
- Material 3 interface
Stack: Flutter · Dart · Kotlin · SQLite · Riverpod · Android
I write technical notes alongside the software, mainly exploring the mathematics behind quantitative finance.
The current series follows a progression through the foundations of mathematical finance:
Options → Brownian Motion → Geometric Brownian Motion → Itô Calculus → Black-Scholes → Risk-Neutral Pricing
| Note | Subject |
|---|---|
| What Exactly Is an Option? | Calls, puts, payoffs, intrinsic value, and time value |
| The Language of Fluctuation | Brownian motion and continuous uncertainty |
| The Geometry of Fluctuation | Geometric Brownian Motion and multiplicative asset-price dynamics |
| The Extra Term | Quadratic variation and Itô's Lemma |
| The Frontier of Certainty | Dynamic replication, delta hedging, and the Black-Scholes PDE |
| The Measure of Arbitrage | Girsanov's theorem, risk-neutral pricing, martingale measures, and market completeness |
Quantitative finance · Volatility modelling · Fixed income · Market microstructure · Financial modelling infrastructure · Mathematical finance · Applied AI