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# Ajay Kataria

![image:180](/assets/avatar.png)

{{quantitative research · markets · computation}}

I study how markets behave through mathematics, statistics, and computation.

((market microstructure))
((volatility))
((systematic trading))
((mathematical finance))

## Research

My interests lie around market microstructure, stochastic models of markets, volatility, and systematic strategies.

Currently exploring:

* queue-reactive order book models
* rough volatility and point processes
* order flow and market impact
* statistical arbitrage and systematic trading

## Projects

A few things I've been building and researching.

[Schrödinger bridges](https://github.com/nabisan/schrodinger-bridge)
[Deep mean reversion](https://github.com/nabisan/dnn-meanrev)
[Market sentiment](https://github.com/nabisan/news-sentiment)

## Notes

{{papers, experiments, mathematics, and things worth remembering}}

## Elsewhere

[GitHub](https://github.com/nabisan)
[LinkedIn](https://www.linkedin.com/in/ajaykataria3301)