Dhyey's Projects

Personal Projects

ML-based and Pairs Trading on various Stocks and Portfolios 🌉🍩

– Implemented ”Buying the Loser”, Decision Tree-based Pairs Trading, LSTM-based Trading and MVP Optimization strategies

– Coded model pipelines in Python while leading the project team of 5 graduate students to nail down an optimal structure

– Calculated and optimized for portfolio risk metrics such as VaR & ES in R and wrote the final report and presented in class

GitHub RepositoryPortfolio Analysis ReportPresentation Pairs Trading

Statistical Trading Strategy in Futures-Markets 🎲

– Performed Variance Ratio and Push Response Tests for market behavior on 5-min price data using R and Python

– Implemented and Backtested Trend-following trading strategy with split transactional costs in Python and MATLAB

- Fitted Levy PDF to the distribution of price changes to obtain coefficients and empirically test the fat-tails hypothesis

GitHub RepositoryPresentation

Black Scholes Sentiment To Volatility Trade Recommender 🚚

– Engineered a Sentiment based volatility predictor and trade recommender bot using optimization methods in Call/Put Options.

– Used Python, Twitter API and the Black Scholes Model to estimate the fair prices of options based on the top 100 tweets.

GitHub RepositoryReportPresentation

Note Taking App 📈

– Created a note taking web application with edit, delete, and add functionality using HTML, CSS, JavaScript on Netlify

– Scaled to over 100 people; performed quantitative and qualitative UI/UX research by task analysis and writing user stories

GitHub Repository

Calendar Query 🌉🍩

– Created a time tracking and data analysis tool for better self-evaluation of productivity, physical and mental well-being.

– Performed Data Analysis, Wrangling and k-Means Clustering using R, Shiny, RStudio, and LaTeX

GitHub Repository

MultiThreaded Java Application for Randomized Account Keeping 🎲

– Used distributed computing in Java to make accounts and transactions synchronous and thread-safe

- Used Java, Distributed computing, Threads and Locks, Object Oriented Programming, GitHub and VS Code during the development process.

GitHub Repository

COVID-19 Data Analysis: Shiny and Blog 🚚

– Created an app and blog in group of 3 as a part of final project of Data Science class to analyze the periodic and spatial trends of COVID-19, mental health and sentiments in the US.

– Performed Twitter Sentiment Analysis, Spatial Data Superposition and statistical analysis using R, Shiny and Twitter API.

GitHub Hosted Blog Website GitHub Repository