Portfolio · Maths & Computer Science

Hi, I'm Arushi.

Notes and experiments toward quantitative trading

I'm a Maths and Computer Science student interested in quantitative trading. This site collects the projects I've built while learning the field: statistical studies of market data, pricing models and small trading simulations. Each one is written up with its method, its assumptions and what I'd do differently. Earlier machine-learning and programming work is kept below as an archive.

Linkedin →GitHub

Selected projects

Quantitative projects

Under construction: I’ll be posting more in the future, so keep your eyes peeled!

Derivatives09/2026Is this option expensive?Scoring an option’s implied volatility against the stock’s own variance risk premium, using Yang–Zhang, HAR-RV and Newey–West.Read write-up →

Earlier work

Machine learning and programming, before trading.

Fraud DetectionComparing classifiers on imbalanced transaction data.ML Handwritten Digits RecognitionA neural network trained on handwritten digits.ML Iris PlantsClassifying the classic iris dataset.ML BattleshipsFind the hidden ships before you run out of guesses.Games Tic-Tac-ToeNoughts and crosses against a computer that plays randomly.Games FractalsA recursive drawing of the Sierpiński triangle in Python Turtle.Graphics

Methods & tools

Languages

PythonC++JavaScript

Data & modelling

NumPypandasmatplotlibProbabilityStatistics

Engineering

GitReactHTML & CSS