{
  "route": {
    "id": "quant",
    "label": "Quant / Finance",
    "short": "QNT",
    "summary": "Financial data, market structure, and differentiable pricing.",
    "projects": [
      "edgar-mcp",
      "aad-greeks",
      "lob-market-making"
    ]
  },
  "owner": {
    "name": "Aaryan Patel",
    "email": "aaryansp26@gmail.com",
    "github": "https://github.com/asp53826",
    "linkedin": "https://www.linkedin.com/in/aaryanpatelsystems/",
    "site": "https://asp53826.github.io",
    "role": "Systems and ML Infrastructure Engineer",
    "education": "Computer Science undergraduate at the University of Georgia",
    "work": "Automation and analytics at MP Equipment"
  },
  "thesis": "I build systems that survive faults, bad data, and dishonest benchmarks.",
  "projects": [
    {
      "id": "edgar-mcp",
      "name": "edgar-mcp",
      "track": "quant",
      "language": "Python",
      "tagline": "SEC EDGAR tools with bounded context, caching, and global pacing.",
      "problem": "Filings are large, issuer identities are ambiguous, and naive concurrent clients can violate the SEC request ceiling.",
      "mechanism": "Identity resolution, filing history, bounded text windows, XBRL discovery, per-host cache validation, and a global request pacer.",
      "attack": "Cold and warm reads, burst traffic, identity collisions, overflow history, and malformed iXBRL.",
      "metric": "138x",
      "metricLabel": "warm 10-K read vs cold fetch",
      "proof": "32 offline tests; peak request windows stay at the SEC 10 requests-per-second ceiling.",
      "limitation": "Public EDGAR data only; it is not an investment recommendation or a complete accounting model.",
      "command": "git clone https://github.com/asp53826/edgar-mcp && cd edgar-mcp && make test",
      "repo": "https://github.com/asp53826/edgar-mcp",
      "live": "https://asp53826.github.io/edgar-mcp/",
      "methods": [
        "rate-limit enforcement",
        "cache benchmark",
        "fixture tests"
      ]
    },
    {
      "id": "aad-greeks",
      "name": "aad-greeks",
      "track": "quant",
      "language": "Python",
      "tagline": "Reverse-mode automatic differentiation over Monte Carlo paths.",
      "problem": "Bumping every pricing input scales linearly and finite differences collapse near discontinuous payoffs.",
      "mechanism": "A tape-based reverse-mode AD engine with pricers written once and differentiated instead of hand-derived.",
      "attack": "Analytic Black-Scholes formulas, central differences across bump sizes, and discontinuous-payoff failure cases.",
      "metric": "5.6e-16",
      "metricLabel": "maximum analytic error",
      "proof": "19 tests; all Greeks cost 1.7-2.4x the price across a 50x change in input count.",
      "limitation": "Pathwise derivatives return a wrong zero delta for an unsmoothed digital payoff; the live lab exposes it.",
      "command": "git clone https://github.com/asp53826/aad-greeks && cd aad-greeks && make test",
      "repo": "https://github.com/asp53826/aad-greeks",
      "live": "https://asp53826.github.io/aad-greeks/",
      "methods": [
        "analytic oracle",
        "finite differences",
        "complexity benchmark"
      ]
    },
    {
      "id": "lob-market-making",
      "name": "lob-market-making",
      "track": "quant",
      "language": "Python",
      "tagline": "Price-time matching and market making under toxic flow.",
      "problem": "Raw PnL can make a strategy look strong while inventory exposure and adverse selection carry the risk.",
      "mechanism": "Limit order book, post-only orders, informed flow, three quoting strategies, and exact PnL decomposition.",
      "attack": "Paired 12-seed strategy comparison with spread, inventory, and toxicity held explicit.",
      "metric": "7x",
      "metricLabel": "naive inventory deviation",
      "proof": "36 tests; naive quoting wins raw PnL and loses every risk-adjusted metric.",
      "limitation": "Synthetic order flow without exchange latency, queue-position uncertainty, or real fees.",
      "command": "git clone https://github.com/asp53826/lob-market-making && cd lob-market-making && make test",
      "repo": "https://github.com/asp53826/lob-market-making",
      "live": "https://asp53826.github.io/lob-market-making/",
      "methods": [
        "paired seeds",
        "PnL attribution",
        "regime sweep"
      ]
    }
  ],
  "generated": "2026-07-31"
}