Arushi Sachdeva

Portfolio · Projects

My Projects

Quantitative research write-ups, plus earlier machine-learning and programming work.

Quantitative Projects

Pricing models and trading ideas

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.

ML02/2023Fraud DetectionComparing classifiers on imbalanced transaction data.View project →ML12/2022Handwritten Digits RecognitionA neural network trained on handwritten digits.View project →ML08/2022Iris PlantsClassifying the classic iris dataset.View project →Games04/2022BattleshipsFind the hidden ships before you run out of guesses.View project →Games02/2022Tic-Tac-ToeNoughts and crosses against a computer that plays randomly.View project →Graphics12/2021FractalsA recursive drawing of the Sierpiński triangle in Python Turtle.View project →