Rohan Fozdar

I study Mathematics and Data Science at Knox College.

Things I've built

Options Pricing Engine: Binomial tree pricer for American options with 3D Implied Volatility tool. [github]
Moving-Average based Exposure Model: Validated trends using CMP against MA's to determine exposure (CAGR--110%, Sharpe--5.86) for Indian Markets.
ParserAuto: Preprocessing pipeline that normalized heterogeneous transcript formats, and validated outputs against production requirements through fine-tuning early GPT models.