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<!doctype html>
<html lang="en">
<head>
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<meta charset="utf-8">
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<title>Avi Thakore GitHub IO </title>
</head>
<body>
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<a href="index.html" class="ds-logo">
<span>AT</span>Avi Thakore
</a>
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<li><a href="https://github.com/at672" target="_blank"><i class="ri-github-fill"></i></a></li>
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<li><a href="https://www.linkedin.com/in/avi-thakore/" target="_blank"><i class="ri-linkedin-fill"></i></a></li>
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<br>
<br>
<br>
<br>
<br>
<br>
<br>
<img src="assets/images/profile_image.png">
</figure>
</div>
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h1>
<!-- <span>Hello!</span>-->
<br>
<br>
<br>
I'm Avi, a quantitative analyst.
<!-- <span>Hello!</span>-->
</h1>
<ul class="ds-numbervalulist">
<li>
<strong>4</strong>
<span> years experience</span>
</li>
<li>
<strong>Master of Science</strong>
<span>in Financial Engineering from Columbia University</span>
</li>
<li>
<strong>Bachelor of Science</strong>
<span>in both Electrical & Computer Engineering and Operations Research and Information Engineering from Cornell University, Magna Cum Laude</span>
</li>
</ul>
</section>
</div>
</div>
</div>
</div>
<!-- banner -->
<!-- about -->
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<section>
<h2 class="ds-heading">About Me</h2>
<p>I am a quantitative analyst with experiences in both fixed income and equities, including both fixed income derivatives (interest rate caps & floors) and equity derivatives (exchange traded options). I have worked in both the sell-side and the buy-side as a front-office quant on the trading floor. I post code samples and projects of topics I am interested in on my GitHub page. Please click on some of the links below to check them out, or click the GitHub icon in the top right to view all of my repositories.</p>
<h2 class="ds-heading">Licenses</h2>
<p> I currently hold licenses for the <a href = "https://www.finra.org/registration-exams-ce/qualification-exams/securities-industry-essentials-exam">FINRA Securities Industry Essentials (SIE) exam </a>,
<a href = "https://www.finra.org/registration-exams-ce/qualification-exams/series7">FINRA General Securities Representative (Series 7) exam </a>,
and the <a href = "https://www.finra.org/registration-exams-ce/qualification-exams/series57"> FINRA Securities Trader Representative (Series 57) exam</a>.
These tests are administered by FINRA, the Financial Industry Regulatory Authority, in order to gauge a test applicant's understanding of financial markets and regulations in the United States. Click on each exam name to learn more about that exam.
</p>
<h2 class="ds-heading">Competitions</h2>
<p> I make it a point to participate in a wide variety of coding competitions. I am currently first place in monteprediction, a competition hosted by Peter Cotton, the former Chief Data Scientist at ExodusPoint Capital Management, a hedgefund that currently manages over $13 billion in AUM. I have been in first place consistently for over 10 months. You can read more about the competition on <a href =https://microprediction.medium.com/> Peter's blog</a> or by following his LinkedIn. You can view the leaderboard<a href=https://www.monteprediction.com/> here. </a>
I have also participated in Jane Street's market prediction competition in 2023, as well as the Abu Dhabi Investment Authority (ADIA) Lab's competition in 2023, in which we developed deep learning models (neural networks) to predict asset returns based on a wide variety of variables.
</p>
<h2 class="ds-heading">Skills</h2>
<p> Below I describe some of my skills. My core skills are skills I use on a daily basis in my line of work and have significant expertise in. In my other skills, I list skills I have familiarity with, but do not necessarily utilize on a day-to-day basis.</p>
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<h2 class="ds-heading">Core Skills</h2>
<ul class="ds-skills-list">
<li>Python</li>
<li>Numpy</li>
<li>Pandas</li>
<li>Scikit-learn</li>
<li>Jupyter Notebook</li>
<li>Artificial Intelligence</li>
<li>Machine Learning</li>
<li>LLMs (including prompting, tuning, temperature controls, model deployment, and more)</li>
<li>R</li>
<li>SQL/MySQL/PostgreSQL</li>
<li>Git, Github, Bitbucket</li>
<li>Data Analysis</li>
<li>Excel</li>
<li>MS Office</li>
<li>Teamwork</li>
<li>AGILE development</li>
</ul>
</div>
<div class="col-12 col-sm-12 col-md-6 col-lg-6 col-xl-6 col-xxl-6">
<h2 class="ds-heading">Other Technical Skills</h2>
<ul class="ds-skills-list">
<li>C/C++</li>
<li>Java</li>
<li>Clickhouse</li>
<li>KDB/Q</li>
<li>HTML (I built this website!)</li>
<li>CSS</li>
<li>MATLAB</li>
<li>React/JS</li>
<li>Render</li>
</ul>
</div>
</div>
</div>
</div>
<!-- Skills -->
<!-- Work -->
<div class="ds-work-section">
<div class="container">
<h2 class="ds-heading">GitHub Projects (Code Samples)</h2>
<!-- Begin List Section -->
<div class="ds-work-list-section">
<!-- Begin List -->
<div class="ds-work-list">
<div class="row">
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h3 class="ds-work-tilte">Option Pricing with Statistical Methods</h3>
<p>The code samples I have for Option Pricing showcase my Monte Carlo simulation skills, as well as advanced variance reduction techniques, such as importance sampling, control variates,
and much more.
</p>
<a href="https://github.com/at672/CS-Options" class="ds-button">Click here for link to the repo</a>
</section>
</div>
<div class="col-12 col-sm-12 col-md-5 col-lg-5 col-xl-5 col-xxl-5">
<figure><img src="assets/images/options_graphs.PNG"></figure>
</div>
</div>
</div>
<div class="ds-work-list">
<div class="row">
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h3 class="ds-work-tilte">Interactive Volatility Surface Plots</h3>
<p>Part of my options repo include these interactive plots developed in Python with the Plotly package. It features real data from a variety of volatility data providers (fmco, icap, tradition UK). The vol curves are calibrated from swaptions from a date in October of 2024. This is an example of an app that can be integrated onto a webpage, and combined with a backend to feature streaming data to later update at a set interval.
</p>
<a href="https://at672.github.io/CS-Options/surface_plots/fmco_interactive.html" class="ds-button">FMCO Interactive</a>
<a href="https://at672.github.io/CS-Options/surface_plots/icap_interactive.html" class="ds-button">ICAP Interactive</a>
<a href="https://at672.github.io/CS-Options/surface_plots/tradition_uk_interactive.html" class="ds-button">Tradition UK Interactive</a>
</section>
</div>
<div class="col-12 col-sm-12 col-md-5 col-lg-5 col-xl-5 col-xxl-5">
<figure><img src="assets/images/voL_surface.png"></figure>
</div>
</div>
</div>
<div class="ds-work-list">
<div class="row">
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h3 class="ds-work-tilte">Interactive Ticket Game</h3>
<p>My first production quality server-side deployed project is an interactive game that allows users to test themselves on how many chips they want to bet at the casino, in a manner of speaking. The project is developed in Python with React and JavaScript. I use Render to deploy it and make it accessible to anyone out there. I go into significantly more detail regarding the tech stack and implementation on my README page. To play the game, enter a positive integer number of tickets, and see what happens.
</p>
<a href="https://ticket-game-simulation.onrender.com/" class="ds-button">Play the Game!</a>
<a href="https://github.com/at672/ticket-game/" class="ds-button">View the README and codebase</a>
</section>
</div>
<div class="col-12 col-sm-12 col-md-5 col-lg-5 col-xl-5 col-xxl-5">
<figure><img src="assets/images/ticket_game.png"></figure>
</div>
</div>
</div>
<div class="ds-work-list">
<div class="row">
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h3 class="ds-work-tilte">Basic Backtesting and Trading Strategy Creation</h3>
<p>This is a library of my work generating, implementing, refinining, and backtesting trading strategies. This is a work in progress.</p>
<a href="https://github.com/at672/CS-Backtesting" class="ds-button">Details</a>
</section>
</div>
<div class="col-12 col-sm-12 col-md-5 col-lg-5 col-xl-5 col-xxl-5">
<figure><img src="assets/images/pairs_heatmap.PNG"></figure>
</div>
</div>
</div>
<div class="ds-work-list">
<div class="row">
<div class="col-12 col-sm-12 col-md-7 col-lg-7 col-xl-7 col-xxl-7">
<section>
<h3 class="ds-work-tilte">Data Analysis</h3>
<p>This is currently a collection of miniprojects about approaching unfamiliar data sets and trying to draw conclusions from it by utilizing statistical analysis. I mainly explore regression, but in the future I will add machine learning techniques. I am also in the process of searching for other data sets to use to apply statistical techniques to.</p>
<a href="https://github.com/at672/CS-Data-Analysis" class="ds-button">Details</a>
</section>
</div>
<div class="col-12 col-sm-12 col-md-5 col-lg-5 col-xl-5 col-xxl-5">
<figure><img src="assets/images/partial_regression.PNG"></figure>
</div>
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</div>
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<!-- <span>Feel free to reach out</span> -->
<h4>Ready to talk?</h4>
<p>Feel free to contact me</p>
<a href="mailto:[email protected]" class="ds-button">Lets Talk</a>
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