Skip to content
View dshan12's full-sized avatar
4 followers · 7 following

Achievements

Achievement: YOLOAchievement: Pull Sharkx2Achievement: Quickdraw

Achievements

Achievement: YOLOAchievement: Pull Sharkx2Achievement: Quickdraw

Highlights

  • Pro

Block or report dshan12

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
dshan12/README.md

darshan@alpha:~$

Typing SVG

Portfolio • Research • Trading Framework • Contact

/whoami

I build end-to-end quantitative research systems: raw data ingestion, factor modeling, backtesting, and risk analysis.

My main track is quant.
My secondary track is cybersecurity, with an interest in secure and reliable systems.

I care about:

  • extracting signal from noisy markets
  • reproducible research pipelines
  • modeling real-world constraints instead of toy results

/featured_work

📈 Momentum Factor Study

Fully reproducible replication of the 12–1 month cross-sectional momentum strategy in the S&P 500 (2005–2024), with survivorship-bias-free data and realistic transaction costs.

Open repo →

⚙️ Systematic Trading Framework

Modular algorithmic trading framework for live trading (Alpaca) and historical backtesting, with automated performance reporting, SPY benchmarking, and reproducible trade logs.

Open repo →

🛡️ NetGuard

Real-time network attack detection platform with a 5-rule engine and a 3-model ML ensemble (Isolation Forest, Autoencoder, K-Means) on a live React dashboard.

Open repo →

📊 Market Microstructure

Empirical analysis of limit order book dynamics: order flow imbalance, return predictability, signal decay, and market microstructure effects using Kraken spot data.

Open repo →

/research_log

[2026-06] building netguard — full-stack IDS with ML ensemble detection
[2026-05] limit order book microstructure analysis on Kraken spot data
[2026-04] published momentum-factor-study with reproducible pipeline and LaTeX paper
[2026-03] improving turnover-aware backtesting assumptions

/stack

languages      python | typescript | r | lua
libraries      pandas | numpy | scikit-learn | statsmodels | fastapi
tools          docker | postgresql | redis | alpaca api | github actions
methods        time-series | econometrics | ml ensemble | backtesting | simulation

/signal

  • published quantitative research with full reproducibility
  • built a full-stack IDS with multi-model ML detection
  • interested in alpha research, market microstructure, and robust systems
  • building at the intersection of quant finance and cybersecurity infrastructure

/links

markets are adaptive systems. edge comes from structure.

Pinned Loading

  1. momentum-factor-study momentum-factor-study Public

    A fully reproducible replication study of the 12-1 month cross-sectional momentum strategy in the S&P 500 (2005-2024), with survivorship-bias-free data and realistic transaction costs.

    Jupyter Notebook

  2. Market-Microstructure Market-Microstructure Public

    Quantitative analysis of limit order book dynamics: order flow imbalance, return predictability, signal decay, and market microstructure effects using Kraken spot data.

    Python

  3. systematic-trading-framework systematic-trading-framework Public

    Modular algorithmic trading framework for live trading (Alpaca) and historical backtesting, with automated performance reporting, SPY benchmarking, and reproducible trade logs.

    Python 3

  4. netguard netguard Public

    Real-time network attack detection platform. Captures traffic, detects port scans/DDoS/brute force/beaconing/exfiltration via rules engine + 3-model ML ensemble (Isolation Forest, Autoencoder, Clus…

    Python