💡 I build systematic strategies & research models across global macro markets.

• 📈 Fixed Income — Yield Curve, Bond Risk Premia
• 💱 FX — Carry, Dollar Factors
• ⚖️ Portfolio Optimization — Risk Parity, Multi-Asset Allocation

I focus on replicating + stress-testing academic finance research using real-world data:

• 📊 Yield Curve Modeling (Nelson-Siegel, Diebold-Li)
• 📉 Bond Return Predictability (Cochrane-Piazzesi)
• 🏦 Credit Risk & Spread Decomposition
• 🌍 Currency Carry & Global FX Factors
• ⚙️ Risk-Based Portfolio Construction

• Yield Curve Modeling & Forecasting
• Bond Risk Premia Prediction

• Currency Carry Strategy
• Dollar Factor Decomposition

• Risk Parity Engine
• Multi-Asset Factor Allocation

Languages & Tools

Python | Pandas | NumPy | Statsmodels

Quant & ML

PyPortfolioOpt | Scikit-learn | Tensorflow

Data Sources

FRED | BIS | ECB | Yahoo Finance

"Don't just replicate papers — break them, stress-test them, and make them tradable."

• Building institutional-grade fixed income research pipelines
• Developing replicable quant frameworks for macro strategies
• Publishing open-source finance research on GitHub

• 🔗 Site: (https://gauravkumar96.github.io/)
• 💻 LinkedIn: (https://www.linkedin.com/in/gaurav-kumar007/)

• Turning academic finance into deployable alpha
• Obsessed with robustness > backtest performance