Hey! I'm Varun, a physics trained quantitative researcher who's interested in the application of modern theoretical physics methods to the analysis of financial stochastic processes.
My primary research is focused on using statistical and ML methods to develop a scalable, robust backtester for financial time series. I'm also researching the application of path integrals and Riemannian geometry to stochastic volatility models.
Other research includes the development of an accurate decoder for quantum LDPC codes to eventually assist in the increase of quantum computing possibilities.
My personal, long-term interest is the possibility of using geometric models in quantum gravity to realize a more sophisticated theoretical representation of topological qubits.
This is a repository for related explorations and research.