🎓 About Me
I'm Computer Science Graduate from the University of California, Santa Cruz, passionate about the intersection of finance, data, and computation. My work bridges quantitative research, financial modeling/analysis, and algorithmic trading with a strong foundation in software engineering and applied mathematics.
I’m currently preparing for a Master’s in Financial Engineering and looking for roles in SWE & Finance, focusing on predictive analytics, stochastic modeling, and algorithmic systems.
💼 Experience & Projects
📊 Quantitative Research & Trading Systems
- Built a Trading Strategy Simulator using Python to backtest MACD, RSI, and Bollinger Band strategies across 1,000+ tickers.
- Enhanced signal accuracy by 20% through parameter optimization and risk-adjusted performance metrics.
- Designed visualization dashboards with Streamlit and Matplotlib for real-time analysis.
→ GitHub Repo
💻 Software Engineer Intern @ Akhetonics (Berlin, Germany)
- Implemented Graph Coloring for compiler register allocation using C#/.NET, optimizing allocation by 60% for 100K+ registers.
- Applied algorithmic optimization principles that parallel portfolio allocation and resource optimization in quantitative finance.
📈 Financial Analytics & Risk Modeling
- Implemented the Black–Scholes Option Pricing Model in Python to value European calls and puts.
- Extended the model with Greeks (Δ, Γ, ν, θ, ρ) to analyze risk sensitivities and applied delta-hedging strategies to simulated portfolios.
- Benchmarked analytical vs. numerical methods (Binomial Trees, Monte Carlo) for pricing validation.
🔬 Quantitative Research – UC Santa Cruz ATMOS Lab
- Developed optimization models in MATLAB and Python for distributed systems and atmospheric data analysis.
- Used stochastic methods and data-driven modeling—skills that translate directly to financial modeling and risk analytics.
📚 Currently Exploring
- Machine Learning for Finance: Ensemble methods, predictive analytics, and deep learning for trading signals.
- Portfolio Optimization & Derivatives Modeling: Applying risk management concepts in Python.
- FinTech Development: Combining React.js + FastAPI for finance-focused web tools.
📫 Let’s Connect!
📧 Email: ajagtap@ucsc.edu or anshulsmitajagtap@gmail.com
🔗 LinkedIn | GitHub | Portfolio
⚡ Fun Fact
When I'm not backtesting or debugging, you’ll find me golfing, watching Formula 1, or diving deep into stock market microstructures and trading psychology.