Math, models and markets.

Welcome to my overfitted corner of the internet where I explore math, build ML models, and analyze markets. Some predictions work, others teach me humility. I write about both here. Hope you enjoy :).

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Top Writeups

Lessons learned, theories explored, and mistakes documented.

Understanding Volatility Surfaces

Deep dive into implied volatility, smile curves, and how traders use vol surfaces for pricing.

OptionsVolatilityTheory
Dec 15, 2024

Backtest Overfitting: A Cautionary Tale

How I learned that a 95% backtest accuracy means nothing when your model memorizes noise.

MLTradingLessons
Dec 8, 2024

The Math Behind LSTM Networks

Breaking down the equations that make LSTMs effective for time-series prediction.

Deep LearningMathTutorial
Nov 28, 2024

Top Projects

Building tools that blend quantitative analysis with modern tech. These projects push the boundaries of what's possible with data.

01

AI-Powered Portfolio Generator

Machine learning model that generates personalized investment portfolios based on risk tolerance and market conditions.

Dec 2024
PythonTensorFlowFinance
02

Real-time Options Pricing Engine

High-performance options pricing system using Black-Scholes and Monte Carlo simulations.

Nov 2024
RustWebSocketDerivatives
03

Market Sentiment Analyzer

NLP pipeline analyzing news and social media to predict market movements with 67% accuracy.

Oct 2024
NLPReactAPIs