A curated collection of technical projects focused on probabilistic modeling, calibration diagnostics, and systems-aware machine learning.
New projects are added to this portfolio as they are completed and validated.
Interactive crisis probability and latent-factor dashboard built from
latent_liquidity_quant outputs with Plotly, plus a full DPF/BPF strategy
backtest.
Vectorized intraday options backtest — 9.4M minute bars processed in ~18s — reaching an honest gross-positive-but-costs-likely-erase-it verdict on a BankNifty short strangle.
Open project page →Kalman to particle-flow benchmark with emphasis on NEES calibration, failure analysis, and compute trade-offs under stress.
Open project page →Multi-track finance portfolio covering fixed-income state estimation, market-risk calibration, and signal assimilation.
Open project page →