Projects

VaR and CVaR Risk Calculator

VaR & CVaR Portfolio Risk Calculator With Graphs and Rolling Windows

Black-Scholes Option Pricer

Black-Scholes option pricer using APIs & Visualizing Greeks & PnL

Loan Eligibility Predictor

React webapp with a random forest trained model to predict loan eligbility

WIP - Limit Order Book

Building a limit order book, that can take different order types, and send a snapshot to the user using gRPC