Sarthak Mittal
@h200050129
IIT Bombay CSE'24
Badges
Certifications
h200050129 has not earned any certificates yet.
Work Experience
Quantitative Strategist Intern
Quadeye Securities•  May 2023 - July 2023
Explored option theory to understand the applications of greeks in stocks and derivative markets. Implemented the Black Scholes model in C++ with low-latency (700µs for 200+ strikes per time snapshot) for computing option premium and implied volatility (IV) using Newton-Raphson method. Designed 2 final strategies based on cubic splines with 3-7 knots and implied volatility surfaces.
Education
IIT, Bombay (Indian Institute of Technology)
Computer Science & Engineering, B.Tech•  November 2020 - Present
Links
Skills
h200050129 has not updated skills details yet.