MRes Quantitative Finance student at UTS, preparing for quantitative trading and research roles.
I'm spending the year building deep foundations in stochastic calculus, market microstructure, and statistical learning while completing my Master of Research thesis.
Currently reading:
- Shreve, Stochastic Calculus for Finance II
- Cartea, Jaimungal, Penalva, Algorithmic and High-Frequency Trading
- James, Witten, Hastie, Tibshirani, Taylor, Introduction to Statistical Learning with Python
- quant-journey — public learning log: weekly progress notes, chapter summaries, reading list
- quant-foundations — small implementations of concepts as I learn them (Brownian motion, Itô calculus, Black-Scholes, microstructure)
- islp-labs — chapter labs from Introduction to Statistical Learning with Python
- Email: ranasinghedamiru@gmail.com
- LinkedIn: