Research Lab: Market Data Pipeline
A single-node data lakehouse for quantitative research that ingests market data, normalizes it into point-in-time safe datasets, and produces analysis-ready features.
Projects
QFLIB: C++ 17 Derivative Pricing
QFLIB is a C++17 quantitative finance library with Python bindings for pricing and risk analytics, implementing analytical, Monte Carlo, and PDE-based pricers alongside market curves, linear algebra, random number generation, and numerical utilities.
Option Pricing Using Neural Network
Formulated option pricing using Black Scholes as a function approximation problem and used Neural Network as surrogate model