Projects
A list of projects that I have been working on or built but not limited to.
RegimeSense
Adaptive regime-switching trading system that classifies market conditions into 4 states (bull, choppy, high-vol trend, crisis) using a Gaussian Hidden Markov Model trained on 5,032 trading days. Dynamically allocates across a momentum/mean-reversion/trend/defensive strategy pool via HMM posterior probabilities — achieving OOS Sharpe 0.769 vs 0.641 for pure momentum with max drawdown reduced from -33.7% to -25.6%. Live paper trading on Alpaca with automated weekly rebalancing.
Reddit Stock Sentiment Analyzer
Full-stack web app that analyzes sentiment around user-searched stock tickers on Reddit using NLP. Displays sentiment breakdown, top posts, and current market data with a dark finance-themed UI.
Monte-Scholes Option Pricer
Interactive Streamlit app that compares European option pricing using Monte Carlo simulation and the Black-Scholes formula. Includes GBM-based path simulation, real-time pricing, sensitivity charts, and mathematical documentation.
Factor-Based Stock Screener
A dynamic financial web app that filters and ranks S&P 500 stocks based on key factors like valuation, profitability, growth, and risk. Includes real-time scoring, data visualizations, and a savings-based investment allocator.