Shubh

{InternetWizard}

I'mShubh,Istudymarkets,trade,code,readalotaboutdifferenttopicsandespeciallyaboutFinance—spendanunreasonableamountoftimeexploringstuffoninternet.

I'msomewhereinmiddleofbuildingquantitativetoolsandlearningmathsw/preparingforCFALevel2—withgrowingconvictionthatthemostinterestingproblemsinfinancearetheonesthatsitattheintersectionofdata,code,andeconomicintuition.ThisiswhereIthinkoutloud,breakthings,andoccasionallygetitright.

shubh@internet — zsh
shubh@internet:~$
shubh — { Internet Wizard }
shubh@internet:~$
stochastic-calculus.mdvol-surface.py
CFA-L2.todoHull-7ed.pdf
ETH-MQF.txtnotes/
shubh@internet:~$
""
shubh@internet:~$ _

SELECTED WORK

vol-surface-model

Implied volatility surface fitting using SVI parameterisation.

Python
crypto-momentum

Cross-sectional momentum strategy on top-100 crypto assets.

Python
cfa-notes

Structured notes and practice problems for CFA L1/L2.
→ All work