2026Python, NumPy, SciPy
Bayesian Market Filters
resultOut of sample Sharpe near 0.7 after fees.
the hard part was reporting the modest number after fixing the inflated one.
read projectquant research notebook
Ansh Dani
Incoming UChicago MSFM, trading concentration. CS and Math, ASU. I build Bayesian filters, volatility models, and prediction market tools.
incomingUChicago MSFM
graduatedASU CS and Math, 4.0
focusBayesian filters and market models
projects
view all2026Python, Kalshi API, DuckDB, scikit learn, XGBoost
PRISM
result122 tests, 85% coverage, documented API limits.
the hard part was proving which historical data did not exist.
read project2026honors thesis, Bayesian inference, regime detection
Bayesian Approaches to Sequential Decision Making in Uncertain Environments
resultPaper entry, canonical writeup lives in Writing.
the hard part was accepting that a well trained Bayesian agent can still stay wrong too long.
read writing entry2025PyTorch, neural SDEs, rough volatility
Deep Hedging under Rough Volatility
resultResearch prototype with repo; no public performance number claimed.
the hard part was making path structure matter without overclaiming the metric.
read project2025PyMC, Bayesian inference, portfolio theory
Hierarchical Bayesian Portfolio Optimization
resultBayesian covariance prototype with repo; no universal return claim.
the hard part was watching the optimizer exploit covariance noise.
read project2025Python, algorithmic trading
IMC Prosperity 4
result#194 algo, top 1.4% of 18,800 teams.
the hard part was adapting strategy across rounds under sparse feedback.
read projectBrowser native analytical tools, preserved from the old site and led by the new Kalman filter demo.
filteringKalman filter tracking
A live one dimensional filter with adjustable process and measurement noise.
BayesBayesian belief updatingBeta Binomial conjugacy with posterior mean and interval updates.
simulationMonte Carlo estimationPi estimation and GBM option pricing by repeated random sampling.
pokerPreflop range analysisStarting hand range visualization by position and action.
graph searchKnights tour heuristicsWarnsdorffs rule as an interactive graph traversal demo.
measurementResponse latency analysisReaction time calibration over small arithmetic tasks.
search24 game solverCombinatorial expression search over four numbers.
experience
view allStochastic Time Series Modeling Intern
Endless Moments LLC
Built and evaluated stochastic time series models for prediction and diagnostics.
CS and Math Tutor
Sun Devil Athletics
Tutored undergraduates in calculus, algorithms, and proof oriented problem solving.
Applied Statistics Research Intern
Morrison School of Agribusiness
Worked on applied statistics for USDA grant data, including transformations and model checks for high variance economic series.
AI Developer Intern
ONLC Training Centers
Built AI assisted training and retrieval prototypes for course operations.
contact
guest@notebook:~$ cat contact.json
{
"email": "anshdani04@gmail.com",
"github": "github.com/AnshDani2004",
"linkedin": "linkedin profile"
}
guest@notebook:~$