A personal money tracker built around one goal, retirement planning (successor to TradeDash). It reads plain Excel files for stocks, mutual funds, PF, gold, silver, policies, loans, land and salary, and adds them up into a single projected retirement income.
A PyQt5-based desktop application that automatically scrapes, filters, and delivers UPSC-relevant news to your inbox daily.
A stock fair-value engine that runs three pricers side by side: an FCFF DCF, a Monte Carlo DCF and a Bayesian signal-scenario model. Piloted on Dr. Reddy's Laboratories.
Financial modeling and quantitative analysis techniques used in banking
A comprehensive guide to pricing complex interest rate derivatives using advanced numerical methods, including trinomial trees, Monte Carlo simulations, and risk management techniques for Bermudan swaptions with multiple exercise opportunities.
A comprehensive guide to factor-based attribution models for identifying key drivers of portfolio P&L, including regression analysis, factor sensitivities, and advanced attribution techniques for performance evaluation.
A comprehensive guide to hedging mortgage-backed securities using duration matching, including hedge ratio calculations, advanced hedging strategies, and dynamic rebalancing techniques for effective risk management.
A comprehensive guide to modeling prepayment behavior in mortgage-backed securities using PSA benchmarks and custom models, including refinancing incentives, seasonality factors, and risk management applications.
A comprehensive guide to building cash flow waterfall models for securitization, including tranche structuring, risk assessment, and advanced modeling techniques for structured finance products.
A comprehensive guide to ALM gap analysis and simulation modeling for managing interest rate and liquidity risk, including regulatory frameworks and advanced techniques for financial institutions.
A comprehensive guide to calculating Key Rate Durations and Convexity for portfolios, measuring sensitivity to yield curve changes and managing interest rate risk across different maturity segments.
A comprehensive guide to constructing binomial interest rate trees and valuing callable bonds, including modeling interest rate movements, calculating cash flows, and incorporating call option exercise decisions.
A comprehensive guide to fitting yield curves using the Nelson-Siegel-Svensson model, including parameter estimation, optimization techniques, and practical applications in central banking and risk management.
A comprehensive guide to estimating PD, LGD, and EAD for counterparties, and calculating Expected Loss and Credit Valuation Adjustment using statistical modeling and Monte Carlo simulations.
A comprehensive guide to simulating future short-term interest rates using the Vasicek model, a widely used mean-reverting stochastic process.
Example of Option Adjusted Spread for MBS using bootstrap techniques in finance.
Example of Ornstein-Uhlenbeck process for estimating volatility and drift in time series.
Example of Home Prices using repeat sales transaction methodology.
Example of Heath-Jarrow-Morton (HJM) framework for interest rate modeling.
Exploring unconventional statistical concepts and mathematical curiosities
Geometric applications of correlation with equilateral triangles and regular polygons, plus cutting-edge correlation measures like Chatterjee's coefficient.
Exploring unconventional statistical concepts: Pearson's correlation, zero correlation vs independence, and the surprising behavior of marginally normal random variables.
Black–Scholes from Scratch: a 12-lecture series from probability to the pricing formula. Full syllabus →
Before we can price anything, we need a precise way to talk about "what might happen". Sample spaces, random variables, expectation and the law that makes randomness predictable in bulk.
Prices can't go negative, but returns can. The normal distribution and its exponential cousin, the lognormal, and the moment-generating trick that produces the famous −σ²/2.
The minimum finance you need: discounting, forwards, what an option actually is, and the one principle that drives all of derivatives pricing.
Duration, convexity, delta, gamma and Itô's lemma are all Taylor expansions in disguise. Here is the tool, its error term, and why the second-order term is the one that matters.
How quantities evolve: ordinary differential equations, how to solve them by hand and by computer, and a first look at the partial differential equation Black–Scholes turns into.
Shrink the coin-flip walk in time and scale it by √n, and a continuous but nowhere-smooth random path appears. Its strange properties are why ordinary calculus breaks.
Add a noise term to an ODE and you get an SDE. What dX = μ dt + σ dW actually means, how to simulate it, and the model Black–Scholes assumes for stock prices.
Taylor-expand a function of Brownian motion, apply (dW)² = dt, and an extra term appears. The single most important formula in quantitative finance, derived and used.
Fair games, conditional expectation, and the astonishing result that we can price as if every investor were indifferent to risk, by changing the probability measure.
All of the previous lecture's measure theory, done with one step, two states and high-school algebra. Then stack the steps into a tree and watch it converge to Black–Scholes.
Delta-hedge away the randomness, demand the riskless return, and a PDE appears. Solve it two ways, via the heat equation and via risk-neutral expectation, and arrive at the formula.
How traders actually use the model: sensitivities, discrete hedging P&L, pricing by simulation, implied volatility, and the smile that tells you the assumptions are wrong.
From decision trees to neural networks, built from first principles with live figures. Full syllabus →
Recursive yes/no questions, the impurity measures that choose them, why a single deep tree overfits, and how averaging many randomised trees fixes it.
Two opposite ways to combine weak learners: average independent ones, or build them in sequence to fix each other's mistakes. Gradient boosting as gradient descent, and the second-order maths inside XGBoost.
A neuron is a weighted sum and a squashing function. One of them can only draw a straight line; stack them with a non-linearity in between and they can draw anything.
The chain rule, organised so that one backward sweep gives every gradient. Worked by hand on a tiny network, then vectorised.
Losses, mini-batches, momentum and Adam, sensible initialisation, normalisation and regularisation. The practical toolkit that turns backprop into a model that generalises.
UPSC news digest covering current affairs and general knowledge
Comprehensive coverage featuring Vibrant Villages Programme, National Logistics Policy, India Semiconductor Mission, and 7 more essential current affairs updates for UPSC preparation.
Essential current affairs covering Vikram-S space breakthrough, International Year of Millets, Bharat 6G Vision, and key developments in India's technological advancement.
Important updates featuring PM PRANAM, Global Digital Health Initiative, Green Hydrogen Mission, and key sustainable development initiatives for UPSC aspirants.
Current affairs digest featuring Loss and Damage Fund, PM Gati Shakti Plan, National Quantum Mission, and essential UPSC knowledge updates.
Competition insights, dataset analysis, and machine learning techniques from Kaggle challenges
Comprehensive guides on Kaggle competitions, data preprocessing techniques, ensemble methods, and winning strategies from real competition experiences.
A strategic twist on the classic game. Each small board's result determines where your opponent must play next!
Play as the ghosts and try to catch Pacman! A fun twist on the classic arcade game.
Find the hidden calculation in 6 tries. Each guess must be a valid calculation. The color of the tiles will show how close your guess was to the solution!
A strategic game where you play against the computer. Remove 1-3 sticks per turn. The player who takes the last stick wins!
Predict whether the next playing card will have a higher or lower value than the previous card. Test your luck and strategy!
Merge tiles, build up to 2048 and beyond in this cyberpunk-themed version of the classic game. Use arrow keys or swipe to combine matching numbers.
A hex-and-counter wargame of the 1999 Kargil conflict: hold NH1A and Kargil town with the Grenadiers, Rajputana Rifles, J&K Rifles, J&K Light Infantry and Ladakh Scouts. Play the computer, a friend on the same screen, or online with a room code.
A shounen manga exploring the intersection of technology and absurdity
A collection of original digital artwork and creative expressions
A hostel mystery set in a prestigious Mathematics and Statistics institute in Kolkata
"It was a bone-chillingly cold night, which is not a sentence anyone expects to write about Kolkata in July. July in Kolkata is supposed to be a steam bath..."
Incredible India - A journey through 12 states and regions, from the Himalayas to the coastlines
Sultanate of Oman - Pearl of the Arabian Peninsula with deserts, mountains, and rich heritage
Russian Federation - The largest country in the world, from Red Square to Siberian wilderness
Socialist Republic of Vietnam: from Ha Long Bay's karsts to Hoi An's lanterns and the Mekong
Kingdom of Thailand: glittering temples of Bangkok, the northern hills and Andaman islands
The Pearl of the Indian Ocean: ancient rock fortresses, misty tea country and the colonial south coast
Republic of Kenya: big-five savannahs, Kilimanjaro views and the Indian Ocean coast
United Republic of Tanzania: Serengeti plains, Ngorongoro Crater, Kilimanjaro and Zanzibar
Coins from India and around the world, with Krause numbers, metal, weight and mint marks. Flip any coin to see its reverse.
Banknotes catalogued with Pick numbers, serials and signatures. Zoom in on the engraving and watermarks.
Postage stamps with Stanley Gibbons numbers, perforation, watermark and printing details.
67 competitions entered and 191 submissions across 33 of them, each with its own page: what I tried, how the score moved and every submission.
Predict Calorie Expenditure: 27 submissions, from a regression template to age/sex cohort models (RMSLE 0.0566).
NeurIPS Ariel 2025: a non-ML transit-curve fit scored more than double the quantile-regression model.
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