प्रtiक

Hello World! Welcome to my website…

I’m Pratik, a physicist and quantitative researcher working where physics, machine learning, and finance meet.

I’m currently pursuing a Ph.D. in Theoretical and Computational Physics at The University of Western Ontario in London, Ontario, under the supervision of Prof. Colin Denniston. My research combines molecular dynamics with machine learning to build predictive models for the properties of polymer networks.

Before starting my Ph.D., I spent three years as a Quantitative Strategy Analyst at BCA Research, building macro-driven asset-allocation models across equities, bonds, and cash, and contributing to research linking macro themes to equity factor models. Earlier, I built financial-crime detection models at AML RightSource and developed statistical arbitrage strategies as a quant analyst at QTS Capital Management.

My path here runs through physics: a B.Sc. from the University of Mumbai, an M.Sc. in Theoretical Physics from the University of Nottingham (thesis: Coherent States in String Theory), and an M.Sc. in Materials Physics from Brock University, where I founded and led the Phynance Association, a student group bringing together physics, machine learning, and quantitative finance. Day to day I work in Python (PyTorch, pandas, scikit-learn), C++, SQL, and q/kdb+.

On this site you’ll find my projects in both science and finance, along with blog posts on markets and quantitative methods.

Outside research, I share insights on finance, quant methods, and life in Canada on my YouTube channel, “Pratik’s Letters”, and post photography on Instagram at “vadapav_cuttingchai”.

I’m always happy to talk about research, collaborations, or markets, so feel free to reach out. For the full picture, see my CV.

Thanks for visiting!