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1. Alpha-Driven-Systematic-Portfolio-Construction-Using-Unsupervised-Learning-Feature-Engineering. Alpha-Driven-Systematic-Portfolio-Construction-Using-Unsupervised-Learning-Feature-Engineering. Public

   Developed a quantitative portfolio strategy using equal-weight allocation across S&P 500 constituents, evaluating rebalancing effects, transaction costs, and factor-driven performance differences v…

   Python

2. Statistical-Analysis-of-Volatility-Mispricing-in-India-and-US-Markets--A-cross-Market-Garch-Study Statistical-Analysis-of-Volatility-Mispricing-in-India-and-US-Markets--A-cross-Market-Garch-Study Public

   A quant research project that tests whether **implied volatility** tends to be overpriced relative to **model-estimated volatility**. The study compares **India (NIFTY + India VIX)** and **US (S&P …

   Python

3. Volatility-Forecasting-and-Regime-Aware-Risk-Modeling-using-XGBoost Volatility-Forecasting-and-Regime-Aware-Risk-Modeling-using-XGBoost Public

   A quant research project that forecasts short-term market volatility using time-series features, XGBoost, shock detection, and regime-aware signals. The model is then used for risk-based position s…

   Python 1