
Featured
• Assisted in the development of quantitative models and trading strategies for financial markets, contributing from research through live validation.
• Conducted systematic data analysis and backtesting to evaluate strategy performance, risk-adjusted returns, and edge robustness across market regimes.
• Developed and backtested trading strategies using Python, Pandas, and NumPy, working across equity, FX, and derivative instruments.
• Achieved a 98% performance gain in backtesting speed through vectorization — cutting runtime from 25 minutes to under 10 seconds, enabling rapid iteration across strategy variants.
Featured
KNN classification model for telecom dataset. Built with Python and scikit-learn.
A data-driven macroeconomic deep dive into Irans economy using 60+ years of annual indicators. Covers GDP cycles, inflation, currency devaluation, trade behaviour, and population trends through 12 analytical sections with time series plots, rolling averages, and Z-score anomaly detection.
About

I'm a Data Scientist and aspiring Quant Developer passionate about building intelligent systems at the intersection of machine learning and quantitative finance. I specialize in developing predictive models, statistical analysis, and data visualization. Currently mastering data structures, algorithms, and machine learning techniques to solve complex business problems.
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Dhyandave28's coding journey over the past year
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