Heyyy, I'm Mohit

Data Scientist researching systematic trading strategies and quantitative finance.

I research systematic trading strategies grounded in academic factor literature — Jegadeesh-Titman momentum, Fama-French/Carhart factors, Hamilton regime-switching models — validated through rigorous backtesting. Recent work includes a Gaussian HMM-based market regime detector (Sharpe 0.769 vs. 0.641, drawdown -25.6% vs. -33.7%) and a full-stack quant research platform with a multi-factor scoring model, backtesting engine, regime filter, and live paper-trading across 500+ tickers.

This blog is a collection of everything I am — the code I write, the models I build, and the ideas I can't stop chasing.

Thanks for stopping by—I appreciate you checking out my work. If you ever want to connect, collaborate, or just say hi, feel free to reach out. Enjoy the read!