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The “Smart” Committee: Scaling Option Pricing with k-Sparse Gated Neural Networks
A single neural network often struggles to price options accurately across every regime. Why ask a LEAPS expert to price a 0DTE call? k-Sparse Gating solves this by acting as an intelligent ‘triage’ system. By activating only the Top-k specialists from a committee of 9 regime-trained experts, we eliminate ‘model noise’ and slash GPU latency.…
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Beyond Correlation: Are Your Stocks Cointegrated or Just Casual?
We’ve all seen stocks that seem to move in sync, but how do you know if that relationship is built to last? Simple correlation can be a mirage, leading you into ‘Value Traps’ and failed pairs trades. In this blog, we explore Cointegration and Granger Causality—the two statistical powerhouses that reveal which stocks are permanently…
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Prewhitening vs. Differencings: Why Cleaning Isn’t Enough
Spurious correlations can fool even experienced traders. Two stocks may appear to move in perfect sync, but the relationship often comes from shared market trends rather than any real influence between them. This blog focuses on how to uncover those false signals. By applying prewhitening, we remove the common market noise and isolate the true…
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Why You Need Prewhitening for Time Series
In this blog we explore what spurious correlation is and how prewhitening can be used to eliminate such mistakes in our analysis of time series data. This is most important for people who wants to see cross correlation relationships between two time series.
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My Story
I’ve always been fascinated by how data can be architected to solve complex problems. This single passion has guided my entire journey.