About
Sourabh Pradhan.
I'm an IPM (Integrated Programme in Management) student at IIM Bodh Gaya. I build quantitative finance tools for Indian markets, Android apps, and whatever else grabs me.
My recurring obsession is implementing the math from scratch instead of reaching for a library — fitting yield curves, deriving Itô calculus by hand, backtesting honestly — then wrapping it in fast, usable software on free tiers with zero paid APIs.
Projects
Fixed-income risk analytics for Indian Government Securities: Nelson-Siegel-Svensson yield-curve fitting, zero-coupon bootstrapping, and a scenario engine with DV01, duration, convexity, and key rate durations.
Macro event analysis for India: how Nifty 50, USD/INR, India VIX, and 10Y G-Sec move around RBI MPC, CPI, and IIP events since 2018, with surprise scoring and PDF export.
Pharmaceutical market attractiveness index for all 785 Indian districts, built from Census, NFHS, and NASA satellite nightlights data.
Rolling OLS factor regressions across the full Nifty 500 universe, pre-computed overnight via GitHub Actions and served in under 200ms.
Weekday gap probabilities for NIFTY 50 mapped to an ATM options strategy with an honest backtest and stated limitations.
Real-time cross-asset correlation anomaly detection for Indian markets across six asset classes using z-scores on rolling windows.
Android home-screen schedule widget with a live class countdown, built in under 24 hours with Flutter and a custom Kotlin bridge.
Free movie watchlist tracker with OMDb search, public/private lists, and CSV/JSON export.
Writing
Technical notes on mathematics, stochastic calculus, and quantitative finance — read them here.
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