Uday Sharma Uday Sharma

Detecting Market Regime Changes

Use hidden Markov models to label regimes on S&P 500 data, train three classifiers (naive Bayes, logistic regression, and support vector machines) to predict regimes with the intent of improving an existing trading strategy

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Uday Sharma Uday Sharma

Analyzing Form D Submissions

Use nonlinear dimension reduction, clustering, nonparametric smoothing, and natural language processing to analyze Form D data from SEC's website

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Uday Sharma Uday Sharma

Teen Patti Winrates

Running Monte Carlo simulations to get win-rates for different Teen Patti (three-card brag) hands

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Uday Sharma Uday Sharma

quant-risk

Python package for common quantitative finance functions

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Uday Sharma Uday Sharma

Battleship

Implementation of the Battleship game on Python using Pygame.

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