I'm done with the SnP500 Diversification project (FOR NOW), it outperforms HRP by a wide margin (1.15 Vs 0.91 Sharpe) and is better diversified
Whats Next?: A better covarience matrix estimation using DEEP strategies for a much better dendogram, We worked with a Graph CNN + LSTM Architecture with a lead-lag dataset, (to harness the Adjacent matrix) it works surprisingly well, however there's still some issues n all with null rows coming up and diagonal entries being smaller than 1, will fix it when I get time
I recently finished my MSc Math from IIT Delhi. While there, I got deep into Data Science and Deep Learning, also explored a bit in Topological Data Analysis through a mix of coursework and projects. Around mid-2024 is when I started getting really into in Economics, Game Theory, and especially Optimization.
After graduating, I sorta took about a month off to study Portfolio Optimization. I tested a bunch of deep strategies to rebalance the S&P 500 with a focus on minimizing idiosyncratic risk.
As of now, I'm actively looking for Data Science roles. I'm comfortable working with data at scale, write solid SQL, and have hands-on experience building ETL pipelines (mainly on Azure). Open (infact, would prefer) to relocate.
M.Sc. in Mathematics
B.Sc. in Mathematics
CBSE: 12th: 95.33%, 10th: 96.20%