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mehul532/README.md

Hi, I'm Mehul

UW-Madison undergrad (B.S. Data Science + B.S. Economics, Math & CS certificates) building quantitative finance and machine learning projects. Recruiting for Summer 2027 internships in quant research, systematic investing, and data science.

Featured work

  • macrorates — how macro shocks propagate through the U.S. Treasury curve: Nelson-Siegel/Svensson fitting, Kalman state-space dynamics, SVAR impulse responses, and DV01-neutral relative-value backtests.
  • wasserstein-market-regime-clustering — from-scratch 1D Wasserstein k-means that clusters full return distributions (not just moments) into market regimes, with walk-forward backtest diagnostics.
  • time-series-momentum-backtester — leakage-safe multi-asset time-series momentum backtester with transaction costs and robustness testing.
  • reverse-dcf-valuation-model — reverse-DCF solver that backs out the growth expectations implied by market prices, with sensitivity analysis and a Streamlit dashboard.
  • recommender-system-dl — hybrid deep-learning recommender on MovieLens 1M with honest baseline comparisons.

Toolbox

Python · PyTorch · pandas/NumPy · scikit-learn · LightGBM · Streamlit · state-space models · careful backtesting

Pinned Loading

  1. macrorates macrorates Public

    Treasury yield-curve research: Nelson-Siegel/Svensson models, Kalman filtering, macro shock analysis, and DV01-neutral relative-value backtests.

    Python 1

  2. wasserstein-market-regime-clustering wasserstein-market-regime-clustering Public

    Reproduced a research-backed Wasserstein k-means framework for market-regime detection by clustering rolling return windows as empirical probability distributions, implementing 1D optimal-transport…

    Python 1

  3. time-series-momentum-backtester time-series-momentum-backtester Public

    Research-backed time-series momentum backtester that tests 12-month trend-following signals, volatility targeting, transaction costs, parameter robustness, and walk-forward evaluation across ETFs.

    Python 1 1

  4. reverse-dcf-valuation-model reverse-dcf-valuation-model Public

    Reverse DCF valuation app that estimates market-implied growth, FCF margin, WACC, and terminal growth assumptions, with sensitivity tables, scenario analysis, data-quality audit, historical compari…

    Python 1

  5. recommender-system-dl recommender-system-dl Public

    MovieLens 1M recommender comparing bias, PyTorch deep, and hybrid models with offline evaluation and a Streamlit demo.

    Python

  6. airfleet airfleet Public

    Air filtration fleet demo with simulated PM2.5 readings, threshold controls, filter saturation estimates, and replacement alerts (React, Express, MongoDB).

    JavaScript