Rohit Rawat
Aspiring Quantitative Researcher
Welcome to my corner of the web. I'm driven by a passion for uncovering patterns, whether in complex financial markets, or the deceptive simplicity of a well-crafted puzzle. I am extremely interested in quantitative research which is a natural extension of this curiosity, allowing me to apply rigorous analytical methods to solve challenging problems. This site showcases some of the projects and ideas that excite me.
Projects
PyIto
High-performance SDE solver with JIT compilation and parallel execution.
PanelSFA
Parametric Stochastic Frontier Analysis with a scikit-learn compatible API. This library implements foundational and state-of-the-art frontier models, enabling the estimation of technical efficiency in both cross-sectional and panel data settings.
Analysis of Simulated Stochastic Processes
Theoretical overview of twelve distinct stochastic processes, demonstrated through computational simulation
Automated Portfolio Optimiser
Python framework provides a modular approach to portfolio optimization, risk management, and performance evaluation. It includes various optimization techniques, risk-adjusted metrics, and visualization tools for financial portfolio analysis.
The VIX and the Architecture of Exchange Rate Comovement
This study concludes that the decoupling of currency narrative is a fallacy; in times of crisis, the Indian currency market becomes a clear and predictable reflection of the world’s singular demand for the US Dollar.
Mini Lisp Interpreter
Minimalist Lisp interpreter written in Python. It supports basic arithmetic, conditionals, function definitions (including lambdas), list operations, and a standard environment with built-in functions
The Maze Game
The Maze Game is an interactive puzzle game created with Python and the Pygame library. In the game, you navigate through a randomly generated maze as a knight, avoiding enemies and trying to reach the exit. The maze layout is dynamically created, providing a new experience each time you play. Players can control the knight using the arrow keys, while enemies attempt to chase the player.
Vents
Vents is a fun and engaging board game, inspired by the classic "Snakes and Ladders" game, but with a twist! In this version, players are transported randomly to other vents on the board, which could either help or hinder their progress. Instead of snakes and ladders, the game features vents that move players to different parts of the board, potentially advancing them or sending them backward.
Education
M.S. in Quantitative Economics
Indian Statistical Institute, 2026 - 2028
B.S. in Economic Science
Indian Institute of Science Education and Research Bhopal, 2022 - 2026
Double Diploma in Data Science and Programming
Indian Institute of Technology Madras, 2023 - 2026
Technical Skills
Programming Languages
- Python
- R
- C++(STL)
- SQL
Libraries & Frameworks
- Pandas, NumPy, SciPy, Statmodels
- Scikit-learn, Keras
- Plotly, Matplotlib, Seaborn
Quantitative Methods
- Statistical Analysis
- Probabilistic Modeling
- Econometrics
- Machine Learning
- Time Series Analysis