👋 Welcome to My GitHub!
🧑🎓 About Me
Hello! I'm Kunj, a Master's student in Financial Mathematics at the University of Chicago 🎓. My passion lies in the intersection of quantitative finance, data analytics, and algorithmic trading. With a background in finance, mathematics, and programming, I'm constantly exploring new ways to extract insights from financial markets and build systematic trading strategies. The project below are a few assignments and work I have done throughout the past year!
🚀 Projects I'm Working On
Here are some of the exciting projects currently in development:
📈 Relative Volume Momentum Quantitative Trading Strategy (In Progress)
Developing a real-time trading strategy relative volume utilizing Alpaca
Testing and optimizing execution logic for PnL
🤖 Crypto On-Chain/Techinical MLP (In Progress)
Pulling On-Chain/historical data for PoS crypto currencies from Dune and Coin API
Implementing an MLP model to predict signals (buy/hold/sell)
🔢 C++ Options Pricing Engine
Creating a options calculator for European Options
Utilizing Numerical Methods to price options
⚡ Nanosecond-Level BTC/USD Market Analysis
Analyzed nanosecond-level data for BTC/USD over a one-day period 📉
Conducted Monte Carlo simulations tuning the quoted participation rate between 2% and 5%
Visualized the impact using Seaborn, observing how participation levels influence the difference between the executed VWAP and the arrival price 📊
🔁 CIP Arbitrage Strategy Replication
Replicated the Covered Interest Parity (CIP) arbitrage strategy using historical FX and interest rate data 💱
📌 Built a full end-to-end pipeline using pydoit for seamless data ingestion, processing, and analysis
Executed arbitrage detection logic, identifying mispricings between spot and forward FX markets vs interest rate differentials 📈
Validated strategy across multiple currency pairs, generating insights on arbitrage windows and inefficiencies in the CIP condition
📫 Let's Connect!
If you're interested in quant finance, algo trading, or data-driven investing, feel free to reach out!
💼 LinkedIn📧