about

Hi, I'm Nitin.

I'm a computer science student who loves building cutting-edge statistical systems. I also like to play tennis.

Open to opportunities. Or just a good conversation about mathematics.

works

carhart 2026 Carhart 4-factor CLI tool for screening Indian mutual funds. Statistical factor decomposition and market outperformance signals.
python statsmodels pandas
opes 2026 Open-source Python library for portfolio optimization. Walk-forward backtesting, slippage models and vectorized objectives. On PyPI.
python backtesting optimization
GARCH-FX 2025 Stochastic vol forecasting with a Gamma-GARCH(1,1) extension and regime-switching. Benchmarked against Heston. Published on SSRN & MPRA.
python arch numpy
EGARCH-JDM-MVO Pipeline 2025 Vol forecasting via C++ EGARCH(1,1) + Merton Jump Diffusion Monte Carlo for returns and covariance. Built from scratch.
c++ python monte-carlo

tools

Python

primary

C/C++

systems

JavaScript

web

Java

oop

NumPy

numerics

SciPy

math

sklearn

ml

R

stats

SQL

data

LaTeX

writing

Git

infra

Blender

3D

contact

I'm available. Very available.