Rajat Jaiswal

I am a Senior Undergraduate in the Department of Computer Science & Engineering at IIT Delhi.

My interests lie in the field of data science and machine learning. I’ve always enjoyed mathematics and its application in solving complex and challenging problems. I have a very keen interest in the financial market.

Email  /  Curriculum Vitae  /  LinkedIn  /  Github

Quantitative Analyst, TradeScience August 2020 - Present

I am engaged in technical analysis of derivatives market to design systems based on momentum and volatility of underlying asset. My responsibilities include implementing & backtesting trading strategies, and reviewing trade statistics to optimize strategy performance. It also involves triangulating novel solutions to increase profit, reduce drawdown, for maintaining strong risk-adjusted portfolios.

Here are some selected projects that I have worked on

A reinforcement learning model for an autonomous agent in a grid world domain. The problem is modeled as a Markov Decision Process and policy for states is determined using value iteration. Covergence is determined by combined criteria of policy change and max norm of value change.

A pipeline to solve Google's PageRank algorithm using the MapReduce paradigm for distributed computing. Multi-threaded MapReduce library is developed utilizing the MPI for split-apply-combine strategy, outperforming the standard MapReduce-C++ & MapReduce-MPI libraries.

A 32-bit CPU designed for complete ARMv7 instruction set, writtten in Very High Speed Integrated Circuit Hardware Description Language(VHDL), and implemented on Basys3 Field Programmable Gate Array(FPGA) Board

A C++ simulator for Indian road traffic intersection, using OpenGL for GUI rendering. It supports realistic lane change behavior for Indian traffic. The simulator can be visualized on terminal as well as OpenGL.

A multi-leveled role-playing based arcade game developed using impact.js. Fun to play for people like me who loved the 8-bit retro world and always look back to the games we played as a child to unwind.

A compiler with call-by-name(Krivine Machine) and call-by-value(SECD Machine) semantics, implemented in OCaml. It takes tokens generated from a Lexer to create an Abstract Syntax Tree using recursive Parser.

COL106: Data Structures and Algorithms Fall 2020

MTL106: Probability and Stochastic Processes Spring 2021

I used to be web blind, but now I have a website

Last updated on 8^th July 2021

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