Rakesh K
@Rakeshks7Building Quantitative Strategies & Algorithmic Trading Systems in Python. I am currently transitioning into quantitative finance and data-driven investing.
Language Breakdown
Lines of code distribution across 43 owned repositories
T-Shaped Developer
T-shapedDeep in Jupyter Notebook with broad versatility
Collaboration Network
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Repos
44
PRs
0
Growth
+18%
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Top Repositories
A Python implementation of Frazzini & Pedersen’s (2013) Betting Against Beta (BAB) factor, featuring leverage-constrained portfolio construction and transaction cost analysis.
A production-ready GDP nowcasting engine utilizing Mixed-Frequency Dynamic Factor Models (MIDAS) and Kalman Filtering to extract real-time macroeconomic health.
Real-time Market Microstructure Risk Engine implementing VPIN (Volume-Synchronized Probability of Informed Trading) for high-frequency toxicity detection.
A Python-based volatility trading bot for Interactive Brokers that automates dynamic delta hedging (Gamma Scalping) for option straddles.
An institutional-grade fixed income quantitative model utilizing Principal Component Analysis (PCA) to isolate and trade the level, slope, and curvature of the US Treasury yield curve via duration-neutral butterfly spreads.
A high performance pricing and calibration engine for Rough Volatility (rBergomi) models using a hybrid Python/C++ architecture with PyBind11.
An unsupervised deep learning model (Autoencoder) for detecting accounting fraud and General Ledger anomalies using categorical embeddings.
A 53-module Quantitative Finance ecosystem replicating Tier-1 Fund architecture. Covers HFT Microstructure (OFI/Queue Est), Derivatives Pricing (Heston/Exotics), Deep Learning (GANs/LSTM), and Risk Management (EVT/Copulas).
A production-grade quantitative research tool for extracting true market trends from noisy asset prices using Discrete Wavelet Transforms (DWT).
A production-grade systematic equity pipeline for harvesting the Quality factor premium using cross-sectional z-scores and Fama-French validation.
Open Source Impact
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