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ShekSaab/README.md

Hello, I'm Abhishek 👋

I am a MSc, Financial Engineering student at the University of Glasgow, specializing in Financial Econometrics, Mathematical & Computational Finance, Machine Learning and Agent Based Modelling. Here, I spend my days convincing computers that financial markets aren't actually chaotic (they aren't listening).

Former Civil Engineer and Basketball Captain; I’ve traded managing construction sites and teammates for managing stochastic processes.

🛠 Tech Stack

  • Languages: Python, Matlab and Sarcasm (for debugging).
  • Tools: GitHub, Pandas, NumPy, Statsmodels, Sklearn, Scipy, Seaborn, Matplotlib
  • Philosophy: "Mean Reversion" is just a fancy way of saying "What goes up must come down."

📫 How to summon me

Popular repositories Loading

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    Replication of Gu, Kelly, Xiu (2020): Empirical Asset Pricing via Machine Learning

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