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DATA SCIENTIST — everything I build, you can verify the math. I deliver transparent, auditable data models where every number can be checked. Specializing in quantitative research, statistical modeling, Data insights and automation. QUANTITATIVE RESEARCH & PORTFOLIO CONSTRUCTION : I build and backtest equities, with live execution and kill switches on Alpaca where needed. Position sizing, risk allocation, rebalancing logic, all of it grounded in the math, not gut feel. Quick example of how I think: a momentum strategy covering 145 stocks was delivering 41% CAGR. Expanding to 245 stocks dropped it to 36%. Counterintuitive. The root cause: New stocks were selected on hot recent momentum, so by entry their cycle was already done. Built a 5-filter Monte Carlo system, tested 700+ parameter combinations, to identify which satellites are early-cycle vs peaked. Result: 43%+ CAGR with lower drawdown than the 145-only baseline. The problem wasn't the strategy. It was the timing of entry. Another example: I built a live MBS (Mortgage-Backed Securities) forecasting and trading system for a fund client, covering 265+ cohort securities across weekly, monthly, and quarterly return horizons. The interesting part wasn't the ML, it was the feature design. Standard technical indicators on bond prices are noise. What actually drives MBS price movements is duration, convexity, prepayment rates, regime variables like curve steepness, VIX, and Fed MBS holdings. Every feature built from first principles, nothing borrowed from a vendor that can't be verified. This is where I spend most of my time. Systematic backtests, portfolio construction, Monte Carlo optimization. No black boxes, no ML hype every output can be checked in a spreadsheet. Not "add more data." Find the actual structure driving returns, and build features that reflect it. DATA SCIENCE & ANALYTICS I've worked across real estate, e-commerce, and financial analytics, usually called in when a team has data but no clear answer yet. I focus on getting to a decision you can act on, not a 40-slide deck. Results worth mentioning: ML automation cut a client's data processing from 286 days to 1 day, after they'd run the same manual process for two years without realizing it was automatable Ad spend attribution model that improved campaign ROI by 25% WHAT MAKES ME DIFFERENT ▸ I show my work. Every model, every analysis, every number comes with the method behind it, so you're never trusting a black box ▸ I'd rather tell you a strategy doesn't hold up than build you something that looks good and fails in real world. ▸ I scope real problems fast: send me what you're working with and I'll tell you within 24 hours if and how I can help

SEBI Registered Research Analyst-INH000019275 Expert in: -Quantitative research in equity, derivatives markets, forex markets. -Development, backtesting and deployment of financial models. -Optimizations to improve alpha and Key Performance Indicators of financial models. - Pinescript building and testing of indicators, strategies. - API Integration with IBKR, Indian brokers like Zerodha, Dhan, Fyers, MetaTrader4/5 - Financial advisory and planning. Python, TradingView, IBKR, Pinescript, Automation of trading models, Quantconnect, MetaTrader Holds a Bachelors in Information Technology and Master's in MBA with Finance majors. Masters in Financial Engineering from World Quant University. Focused on best in hand solutions to the given financial problem statement.

With a Ph.D. in Statistics and over 14 years of academic and research experience, I provide expert-level statistical consulting and data analysis services for both academic and industry-based projects. Currently serving as an Assistant Professor in Statistics, I specialize in transforming raw, complex data into clear, actionable insights that drive results. Tools & Technologies I Use: SPSS, R Studio, Python (Pandas, Scikit-learn, Statsmodels), SAS Studio, MS Excel (Advanced Analytics), Jamovi, Stata, Systat Services I Offer: Hypothesis Testing & Inferential Statistics Regression, ANOVA, Correlation, Chi-square Exploratory & Confirmatory Factor Analysis (EFA/CFA) Machine Learning & Predictive Modeling Survey Design & Likert Scale Analysis Thesis/Dissertation Support (Statistical Chapters & Interpretation) Data Cleaning, Visualization & Report Writing Industries I Serve: Healthcare & Clinical Research (biostatistics, RCT analysis, patient data) Education & Social Sciences (survey studies, experimental designs) Business & Marketing Analytics (consumer behavior, A/B testing, forecasting) Finance & Economics (risk analysis, time series forecasting, econometrics) Psychology & Behavioral Science (scale validation, SEM, psychometrics) Public Policy & Government Research (sampling methods, demographic analysis) Manufacturing & Quality Control (DOE, control charts, Six Sigma tools) Client-Centric Approach: I’m committed to delivering accurate, timely, and impactful solutions — whether it’s a one-time analysis or long-term support. I’ve worked with Ph.D. scholars, researchers, startups, and professionals across the globe. Rate Flexibility: I value long-term professional relationships and client satisfaction, and I am willing to work at your proposed rate to ensure we achieve the best outcomes together. Now bringing my services to Upwork, I aim to deliver accurate, reliable, and impactful statistical solutions always on time and tailored to your unique goals. Let’s connect and discuss how I can help bring your data to life.

Hi, I am a software developer and a builder who loves creating real working solutions from ideas. I enjoy working on automation, trading systems, dashboards, and cloud projects, and I focus on making things simple, useful, and reliable. Please check my portfolio projects to see my work and how I think about building software. I am very open to new ideas, collaboration, and discussion. I reply to messages instantly, so just message me anytime. I am always happy to connect and get on a call.

🏆 I am a 𝗙𝗿𝗮𝗰𝘁𝗶𝗼𝗻𝗮𝗹 𝗖𝗙𝗢 𝗮𝗻𝗱 𝗦𝗲𝗻𝗶𝗼𝗿 𝗙𝗶𝗻𝗮𝗻𝗰𝗶𝗮𝗹 𝗔𝗻𝗮𝗹𝘆𝘀𝘁 𝘄𝗶𝘁𝗵 𝟴+ 𝘆𝗲𝗮𝗿𝘀 𝗼𝗳 𝗲𝘅𝗽𝗲𝗿𝘁𝗶𝘀𝗲 in Investment Banking, Private Equity, FP&A, Financial Modeling, and Credit Risk. I specialize in turning financial complexity into strategic clarity—designing powerful models, optimizing capital allocation, and driving sustainable profitability. From high-stakes multi-million dollar transactions to risk management frameworks, I help businesses make smarter, data-driven decisions that accelerate success. 🏅 𝗖𝗲𝗿𝘁𝗶𝗳𝗶𝗲𝗱 𝗜𝗻𝘃𝗲𝘀𝘁𝗺𝗲𝗻𝘁 𝗔𝗱𝘃𝗶𝘀𝗼𝗿 & 𝗗𝗲𝗿𝗶𝘃𝗮𝘁𝗶𝘃𝗲𝘀 𝗦𝗽𝗲𝗰𝗶𝗮𝗹𝗶𝘀𝘁, adept at navigating financial markets, structuring deals, and enhancing portfolio performance. 𝗦𝗸𝗶𝗹𝗹𝗲𝗱 𝗶𝗻 𝗣𝘆𝘁𝗵𝗼𝗻, 𝗖/𝗖++, 𝗘𝘅𝗰𝗲𝗹 𝗩𝗕𝗔, 𝗮𝗻𝗱 𝗔𝗜-𝗱𝗿𝗶𝘃𝗲𝗻 𝗮𝗻𝗮𝗹𝘆𝘁𝗶𝗰𝘀, I craft cutting-edge solutions that blend technology with finance for maximum efficiency. Holding a Bachelor’s in Finance from Berkeley College, New York, and currently pursuing a Master’s in Finance from PSU, I bring a deep analytical approach to every financial challenge. 🌎 Beyond numbers, I build lasting partnerships, delivering tailored financial strategies that unlock growth and long-term value. If you're looking for precision, profitability, and financial excellence, let’s create something extraordinary together!

I come from a research-backed trading background with 𝟱+ 𝘆𝗲𝗮𝗿𝘀 𝗼𝗳 𝗲𝘅𝗽𝗲𝗿𝗶𝗲𝗻𝗰𝗲, focused on analysis and systems that hold up under real market conditions, not hindsight. My work supports traders, investors, founders, and research-driven teams in making clearer, risk-aware decisions by grounding crypto and prediction-market strategies in liquidity, structure, positioning, and probability, rather than indicators or narratives. 𝐏𝐎𝐋𝐘𝐌𝐀𝐑𝐊𝐄𝐓 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐁𝐨𝐭 𝐃𝐞𝐯𝐞𝐥𝐨𝐩𝐦𝐞𝐧𝐭 & 𝐏𝐫𝐨𝐛𝐚𝐛𝐢𝐥𝐢𝐭𝐲 𝐒𝐲𝐬𝐭𝐞𝐦𝐬 I specialize in Polymarket-focused automated trading systems, having built 10+ real-world, production-level Polymarket trading bots designed for live execution, not simulations. These systems are built around 𝗣𝗿𝗼𝗯𝗮𝗯𝗶𝗹𝗶𝘁𝘆 𝘀𝗵𝗶𝗳𝘁𝘀, 𝗟𝗶𝗾𝘂𝗶𝗱𝗶𝘁𝘆 𝗱𝘆𝗻𝗮𝗺𝗶𝗰𝘀, 𝗮𝗻𝗱 𝗕𝗲𝗵𝗮𝘃𝗶𝗼𝗿𝗮𝗹 𝗯𝗶𝗮𝘀 with explicit risk definition, execution logic, and invalidation criteria. Work includes: Designing 𝗲𝗻𝗱-𝘁𝗼-𝗲𝗻𝗱 𝗣𝗼𝗹𝘆𝗺𝗮𝗿𝗸𝗲𝘁 𝘁𝗿𝗮𝗱𝗶𝗻𝗴 𝗯𝗼𝘁𝘀 (signal → execution → risk control) 𝗠𝗼𝗱𝗲𝗹𝗶𝗻𝗴 𝗺𝗶𝘀𝗽𝗿𝗶𝗰𝗲𝗱 𝗽𝗿𝗼𝗯𝗮𝗯𝗶𝗹𝗶𝘁𝗶𝗲𝘀 𝗱𝗿𝗶𝘃𝗲𝗻 𝗯𝘆 𝗰𝗿𝗼𝘄𝗱 𝗯𝗲𝗵𝗮𝘃𝗶𝗼𝗿 𝗮𝗻𝗱 𝗻𝗮𝗿𝗿𝗮𝘁𝗶𝘃𝗲 𝗽𝗿𝗲𝘀𝘀𝘂𝗿𝗲. Structuring bot-ready logic that adapts to liquidity changes and regime shifts 𝗕𝘂𝗶𝗹𝗱𝗶𝗻𝗴 𝘀𝘆𝘀𝘁𝗲𝗺𝘀 𝘁𝗵𝗮𝘁 𝗿𝗲𝗺𝗮𝗶𝗻 𝘂𝘀𝗮𝗯𝗹𝗲 𝗱𝘂𝗿𝗶𝗻𝗴 𝘃𝗼𝗹𝗮𝘁𝗶𝗹𝗶𝘁𝘆 𝗮𝗻𝗱 𝗲𝘃𝗲𝗻𝘁-𝗱𝗿𝗶𝘃𝗲𝗻 𝗺𝗮𝗿𝗸𝗲𝘁 𝘀𝘁𝗿𝗲𝘀𝘀 The objective is not prediction; it is exploiting expectation vs reality in a controlled, repeatable way. 𝐁𝐢𝐭𝐜𝐨𝐢𝐧-𝐅𝐢𝐫𝐬𝐭 𝐂𝐫𝐲𝐩𝐭𝐨 𝐑𝐞𝐬𝐞𝐚𝐫𝐜𝐡 & 𝐓𝐫𝐚𝐝𝐢𝐧𝐠 𝐒𝐲𝐬𝐭𝐞𝐦𝐬 Alongside prediction markets, I conduct Bitcoin-first crypto research and system design grounded in liquidity, market structure, and positioning, not indicators or narratives. Analysis is based on 𝐁𝐢𝐭𝐜𝐨𝐢𝐧 𝐦𝐢𝐜𝐫𝐨𝐬𝐭𝐫𝐮𝐜𝐭𝐮𝐫𝐞, 𝐥𝐢𝐪𝐮𝐢𝐝𝐢𝐭𝐲 𝐟𝐨𝐨𝐭𝐩𝐫𝐢𝐧𝐭, and 𝐯𝐨𝐥𝐮𝐦𝐞–𝐩𝐫𝐢𝐜𝐞 𝐛𝐞𝐡𝐚𝐯𝐢𝐨𝐫 (𝐕𝐒𝐀 / 𝐖𝐲𝐜𝐤𝐨𝐟𝐟) to identify where acceptance, rejection, and absorption occur, and where positioning diverges from price. 𝐌𝐚𝐜𝐫𝐨, 𝐎𝐧-𝐂𝐡𝐚𝐢𝐧 & 𝐃𝐞𝐫𝐢𝐯𝐚𝐭𝐢𝐯𝐞𝐬 𝐂𝐨𝐧𝐟𝐥𝐮𝐞𝐧𝐜𝐞 My systems integrate 𝐦𝐚𝐜𝐫𝐨 𝐥𝐢𝐪𝐮𝐢𝐝𝐢𝐭𝐲 𝐝𝐲𝐧𝐚𝐦𝐢𝐜𝐬 (𝐌𝟐, 𝐓𝐆𝐀, 𝐑𝐑𝐏, 𝐓-𝐛𝐢𝐥𝐥 flows), 𝐨𝐧-𝐜𝐡𝐚𝐢𝐧 metrics, 𝐰𝐡𝐚𝐥𝐞 behavior, and 𝐝𝐞𝐫𝐢𝐯𝐚𝐭𝐢𝐯𝐞𝐬 positioning (OI, funding, leverage) to identify where positioning supports price and where it becomes unstable. 𝗥𝗲𝘀𝗲𝗮𝗿𝗰𝗵 𝗶𝘀 𝘀𝘁𝗿𝘂𝗰𝘁𝘂𝗿𝗲𝗱 𝗮𝗿𝗼𝘂𝗻𝗱 Multi-signal confluence, Regime identification, and Probabilistic market reasoning, with views maintained only while underlying conditions remain intact. 𝐄𝐱𝐞𝐜𝐮𝐭𝐢𝐨𝐧 𝐀𝐰𝐚𝐫𝐞𝐧𝐞𝐬𝐬 & 𝐄𝐱𝐩𝐞𝐫𝐢𝐞𝐧𝐜𝐞 I’ve conducted independent 𝗕𝗶𝘁𝗰𝗼𝗶𝗻 𝗮𝗻𝗱 𝗰𝗿𝘆𝗽𝘁𝗼 𝗺𝗮𝗿𝗸𝗲𝘁 𝗿𝗲𝘀𝗲𝗮𝗿𝗰𝗵 since 𝟐𝟎𝟐𝟎, with 𝗺𝘂𝗹𝘁𝗶-𝗰𝘆𝗰𝗹𝗲 𝗲𝘅𝗽𝗼𝘀𝘂𝗿𝗲 across different liquidity and volatility regimes. A technical background in 𝐖𝐞𝐛𝟑 and 𝗕𝗹𝗼𝗰𝗸𝗰𝗵𝗮𝗶𝗻 𝘀𝘆𝘀𝘁𝗲𝗺𝘀 𝗶𝗻𝗳𝗼𝗿𝗺𝘀 how 𝗣𝗼𝗹𝘆𝗺𝗮𝗿𝗸𝗲𝘁 𝗮𝗻𝗱 𝗰𝗿𝘆𝗽𝘁𝗼 𝗯𝗼𝘁𝘀 𝗮𝗿𝗲 𝗱𝗲𝘀𝗶𝗴𝗻𝗲𝗱, ensuring strategies reflect real protocol constraints, execution risk, and live-market behavior, not theory. 𝐌𝐲 𝐑𝐨𝐥𝐞 My role is to design robust trading systems and support better risk framing across Polymarket and crypto markets, under uncertainty. 𝐈 𝐖𝐨𝐫𝐤 𝐁𝐞𝐬𝐭 𝐖𝐢𝐭𝐡 • Founders & Traders building Polymarket or prediction-market products. • Traders seeking production-ready automated systems. • Research-driven investors and small funds • Teams requiring execution-aware, highly efficient trading bots.