At Stamatics, IIT Kanpur, I developed continuous-time quantitative frameworks for asset simulation and derivative pricing. I built Monte Carlo simulation engines and a historical delta-hedging backtester, and priced path-dependent exotic Asian call options with over 99% accuracy against theoretical bounds.
On my self project, I built a low-latency C++ limit order book with price-time execution priority and instant order cancellations. I also built machine learning frameworks for image classification and compression, achieving 20x image compression with 26 dB PSNR and 5% reconstruction error using autoencoders.
