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kc5587/README.md

Kaushal Chitturu - quantitative research and trading


I'm a Mathematics and Statistics student at the University of Warwick. I like problems where a model has to survive contact with messy data: limit order books, options quotes, electricity markets, and chip layouts. Most of my work is in Python, with C++ when I need tighter control over a model or simulation.


What I'm working on

Right now I'm building an options-pricing and implied-volatility engine for Elphinstone Research Group. I'm also working in a 10-person Warwick Quant team on Atlas, where we turn public energy, market, company-filing, and grid-connection data into an inspectable research report.

I enter competitions fairly often. A deadline is a good way to find out whether an idea actually works.

LinkedIn Email


Tech stack

Languages

Python C++ R SQL LaTeX

Quantitative research and data

NumPy Pandas scikit-learn PyTorch Matplotlib ONNX Runtime

Tools

Git Docker Jupyter


Selected work

Project What I did
WunderFund LOB Predictorium Published my exact v96.1 submission, combining GRU, LSTM and temporal-convolution models with ONNX CPU inference. Reported competition result: 49th out of 5,000, with a 0.3098 weighted-correlation score. Includes model artifacts, a synthetic demo, evaluation tooling and 23 automated tests.
Atlas Built with a 10-person Warwick Quant team. The research pipeline processed 529,434 electricity, wholesale-price and company-filing observations across seven US regions, with interconnection evidence presented separately. Includes source-linked reports, 64 tests and 86% package coverage. Weak historical associations and data-vintage limitations are documented; this is a descriptive tool, not an alpha model.
K2HAL Placed 26th out of 200 in the HRT x Partcl challenge. Built a CPU-only chip-layout search with an incremental scorer; the submission write-up reports a 1,800x scoring speedup under its benchmark conditions. Returned zero-overlap layouts on all 17 IBM benchmarks, with committed result evidence and baseline comparisons.
M3 Challenge — housing and homelessness Led a five-person team during the 2024 competition. Published the original 29-page team report and code screenshots, alongside a clearly labelled 2026 Python reconstruction of selected regressions. Includes 20 tests, 98% coverage and explicit limitations on long-range extrapolation.
Universal Options Engine (private research tool) Building a Python pricing and implied-volatility engine for Elphinstone, with quote-quality checks, reproducible command-line workflows, and 22 tests.

Popular repositories Loading

  1. project-paradise-backtester project-paradise-backtester Public

    Forked from LevRoz630/project-paradise-backtester

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  2. macro-place-challenge-2026 macro-place-challenge-2026 Public

    Forked from partcleda/macro-place-challenge-2026

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  3. K2HAL-macro-place-challenge K2HAL-macro-place-challenge Public

    CPU-only macro placement using parallel search, incremental scoring and legality repair

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  4. atlas atlas Public

    Provenance-first Python pipeline for researching AI infrastructure constraints across US power markets

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  5. kc5587 kc5587 Public

    GitHub profile for Kaushal Chitturu

  6. wunderfund-lob-predictorium wunderfund-lob-predictorium Public

    Limit-order-book prediction: GRU/LSTM/TCN ensemble, frozen v96.1 ONNX inference, selected PyTorch research and reproducible tests

    Python