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Saksham Arora · Data Scientist & Quant Researcher
I am a data scientist and quant researcher from India, studying at IIT Madras (Online BS, Programming and Data Science). I build ML pipelines, quantitative trading models, and data-driven systems, and placed top ~0.8% globally at IMC Prosperity 4 out of 18,800+ teams. I also have a systems engineering background in low-latency C++ (lock-free data structures, HFT-style matching engines). I care about rigorous analysis, market microstructure, and tools that do one job extremely well.
Experience and education
B.S. Student, Data Science, IIT Madras
Aug 2024 - Present · Online
Enrolled in the IIT Madras Online BS programme in Programming and Data Science. Studying algorithms, data structures, statistics, and systems programming alongside real-world projects.
B.Tech Student, Computer Science & Engineering, GGSIPU
Aug 2024 - Present · New Delhi, India
Bachelor of Technology in Computer Science and Engineering at Akhilesh Das Gupta Institute of Professional Studies, alongside the IIT Madras BS.
Data Engineering & Automation Intern, Cimplifie Tech Solutions
Oct 2024 - Present · Remote
Building ETL pipelines and automation tools that cut manual data scraping by 70%. Working on data extraction, transformation, and pipeline orchestration for production systems.
Systems Engineer, Personal Project: HFT Matching Engine
2024 · India
Built a high-performance HFT matching engine in C++ achieving 2.7M operations per second with p99 latency of 900ns, a 3.31x improvement over a mutex baseline. Implemented lock-free data structures and a full order book.
Finalist, NASA Space Apps Challenge
2025 · Global
Built orbit-ops, a forecasting tool, as a finalist entry in NASA's global Space Apps Challenge.
Quantitative Trader, IMC Prosperity 4
2025 · Global Competition
Competed in IMC Prosperity 4 trading competition against 18,800+ teams globally. Built algorithmic trading strategies across multiple rounds, finishing overall rank 154 (top ~0.8%).
Quantitative Researcher, AlphaNova Global Quant Competition 5
2026 · Global Competition
Finished rank 6 of 6,000+ registered data scientists. One of fewer than 160 signals to clear AlphaNova's full overfitting, look-ahead-bias, and correlation gauntlet. Featured in AlphaNova's official writeup.
Winner, GenAI Hackathon (Paytm)
2026 · India
Led the multi-agent FastAPI backend (6-agent orchestration, 28 endpoints) for CommuneOS, an AI-native community operating system, built in 48 hours.
Winner, Elastic x Google Cloud Hacknight, Delhi
2026 · Delhi, India
Built Vayu Watch, a real-time Delhi air quality and public health platform on live DPCC/CPCB ground station data, with Gemini-generated personalized advisories and an Elasticsearch-indexed live history.
Data Science Intern, Airtel Xtelify
Jun 2026 - Jul 2026 · Remote
Data science internship at one of India's largest telecom operators. Building a recommendation system on PySpark pipelines over large-scale subscriber data, plus FastAPI services for the recommendation infrastructure.
AI Engineer Intern, Tieout
Aug 2026 - Sep 2026 · Remote ยท San Francisco
AI engineering internship at Tieout, an agentic-AI startup automating specialized financial audits (Employee Benefit Plan audits) for CPA firms.
Selected Attendee, OpenAI DevDay 2026
2026 · San Francisco, USA
Invited to OpenAI's annual invitation-only developer conference, selected from a global applicant pool.
Projects
Systems / C++ · C++20, Lock-Free, SPSC Ring Buffer, Order Book, CMake
High-performance limit order book engine achieving 2.7M ops/sec with p99 latency of 900ns, a 3.31x improvement over a mutex baseline. Implements price-time priority matching, lock-free SPSC ring buffer, and 21 correctness tests.
Quant / Trading · Python, Algorithmic Trading, Market Making, Arbitrage
Placed top ~0.8% globally (overall rank 154) out of 18,800+ teams in IMC Prosperity 4. Built market-making, arbitrage, and statistical arbitrage strategies across multiple trading instruments under live competition conditions.
Systems / Web · TypeScript, GitHub Actions, SVG, WebSockets, GitHub Pages
A live 3-ticker exchange engine that runs entirely inside a GitHub README. Features a real limit order book, 10 live SVG charts, trade history, and a leaderboard dashboard on GitHub Pages.
Quant / Tools · Python, Black-Scholes, QR Code, Options Pricing
A complete Black-Scholes options pricer (call/put pricing, Greeks, implied vol) compressed into 731 bytes and encoded in a single scannable QR code. A study in minimal, dense code.
Tools / AI · Python, CLI, Groq, Anthropic, OpenAI, Streaming
Multi-provider LLM inference benchmarker measuring TTFT, inter-token latency (p50/p95/p99), and throughput across Groq, Anthropic, and OpenAI APIs. Streaming support, compare mode, 28/28 tests passing.
Systems / DevOps · Python, Docker, Terraform, Redis, PostgreSQL, GCP
Sandboxed multi-engine HFT benchmarking platform with multiplicative scoring (correctness x completeness x speed) and 9 anti-cheat validators. Diagnosed a TCP_NODELAY omission in own engine, yielding 27x peak throughput gain. GCP Terraform IaC, 25/25 tests.
Full-Stack / ML · React, TypeScript, FastAPI, scikit-learn, Supabase, Open-Meteo, Leaflet
Rebuilt a broken hackathon demo into a production air quality tracker. Real-time AQI, PM2.5, NO2, O3 data via Open-Meteo for any city worldwide. Serverless FastAPI on Vercel, per-request Random Forest (80 trees) trained on 7-day historical window with 6h PM2.5 forecast and 80% confidence intervals. Supabase auth.
Quant / Web · TypeScript, GitHub Actions, LLM APIs, SVG
The LLM Latency Exchange. Free-tier LLM APIs trade as tickers where price is TTFT p99, down is good. A live market view of which providers are actually fast today.
Visualization / Systems · HTML, CSS, JavaScript
1 pixel = 1 nanosecond. Scroll from a CPU cycle to a REST call, 50 km straight down. A scale model of latency that makes you feel how slow the network really is.
Game / HFT · TypeScript, Canvas, Order Book
You are the matching engine. Match incoming orders by hand for 60 seconds, then watch the real engine do your entire shift in microseconds. A game about humility.
Backend / AI · Node.js, LLM APIs, Payments, 48h build
An AI community operating system built in 48 hours, events, AI concierge, payments, governance. Won the Paytm hackathon. I built the backend.
AI / Simulation · JavaScript, Canvas, Neural Networks, Web Audio, Physics
Four browser sandboxes about emergence: an A-Life petri dish with neural-network brains, a gravity-warping n-body playground, a chaos-attractor synthesizer, and a self-assembling biosphere. Play god four different ways.
ML / Web · React, Leaflet, XGBoost, Celestrak TLE
Satellite handover predictor: RF link model plus live Celestrak TLE orbits on an interactive map. Predicts when your LEO connection jumps to the next bird.
Full-Stack / ML · React, Elasticsearch, Gemini, DPCC/CPCB
Built at the Elastic x Google Cloud Hacknight (Delhi). Live AQI from 24 real Delhi ground stations, with Gemini-generated health advisories and every reading indexed into Elasticsearch as it's collected. Built on top of OrbitOps.
Quant / Tools · Python, AST, Zero-dependency
Zero-dependency AST linter that catches look-ahead bias and data leakage in backtests before they quietly inflate your Sharpe ratio.
Visualization / Systems · JavaScript, Canvas
Watch a lock-free SPSC ring buffer actually work, animated and interactive in the browser. Built to make a hard concurrency concept visible.
Tools / AI · Python, sentence-transformers, FAISS, CLI
Natural language code search. Chunks and embeds a codebase locally, then finds code by what it does instead of what it's named, no API keys, no network calls.
Tools / DevOps · Python, GitHub API, CLI
Ranks GitHub repos by real quality signals (recency, engagement, docs, niche-language bonus) instead of just stars. Hidden-gem mode surfaces alive projects under 500 stars.
Tools / AI · Python, CLI, Git, Ollama
Reads a staged diff and suggests clean, conventional commit messages, heuristic by default, smarter with a local Ollama model. No API keys, no cloud.
Tools / Audio · Python, sounddevice, NumPy
Ambient real-time audio synthesis from live system metrics. CPU load becomes a drone, network traffic becomes percussion, disk I/O becomes texture.
Quant / Tools · TypeScript, LLM APIs
Routes to the fastest LLM API right now, using live hourly latency measurements instead of static price tables.
Tools / Dev · Shell, Claude Code hooks
A Claude Code hook that snapshots the working tree before context compaction or a rate limit hits, so an interrupted session never costs uncommitted work.
Tools / Dev · Python, Claude Code
Reads another Claude Code session's full transcript back into the current one. The terminal and desktop app both write transcripts to disk but neither reads the other's, this closes that gap.
Education / Web · React, MDX
Open, community-built visual intuition roadmaps for hard subjects, 3Blue1Brown-style. Flagship roadmap: Linear Algebra, gap-free and built to be forked.
Tools / AI · Python, AI Agents
AMD Developer Hackathon ACT II, Track 3. A production incident investigation engine built for AI coding agents.
Tools / AI · Python, LLM Routing
AMD Developer Hackathon ACT II, Track 1. A hybrid token-efficient routing agent for LLM requests.
Systems / API · Python, FastAPI, Orbital Mechanics
Satellite link simulation API. Physics engine by Satyanshgaur; I built and deployed the API layer.
Tools / Chrome Extension · JavaScript, Chrome MV3, Fullscreen API
Pins a YouTube lecture in full screen so Escape does nothing and leaving takes a deliberate hold. Ships with an enforcement layer that closes the usual escape hatches, new tabs, extension toggles, popup dismissal.
Tools / AI · Python, FastAPI, Chrome Extension, Obsidian
Writes live YouTube lecture notes straight into an Obsidian vault while you watch. Chrome extension front end with a FastAPI sidecar doing the transcription and note synthesis.
Tools / DevOps · Python, Git plumbing, CLI
Press play on any file and watch its entire git history replay line by line in the terminal, with VCR-style controls. Provably correct replay, zero dependencies.
Quant / Research · Python, PSR, Deflated Sharpe, Statistics
Answers whether a backtest is lying. Computes Probabilistic and Deflated Sharpe ratios and flags the standard overfitting tells, so a strategy has to survive multiple-testing correction before you trust it. Single file, zero dependencies.
Quant / Options · Python, Black-Scholes, Numerical Methods
Black-Scholes prices, the full greek set, and implied volatility solving in one dependency-free file. Every analytic derivative is checked against a finite-difference approximation rather than assumed correct.
Tools / AI · Python, Tokenizers, CLI
Measures how much of an agent's context window a repository actually consumes, so you can see which directories are quietly eating the budget before a run starts. Single file, zero dependencies.
Quant / Tooling · Python, Agent Skills, Claude Code
Agent skills for quantitative work, backtest review, data audits, choosing the right statistical test, and paper reproduction. Compatible with Claude Code, Codex, and OpenCode.
Tools / AI · Python, MCP, JSON-RPC, CLI
Diagnoses why an AI client is not showing its tools. Finds every MCP config on the machine, lints the failure modes that fail silently, and runs a real handshake against each server instead of trusting the config.
Quant / Data · Python, MCP, yfinance
An MCP server that gives an AI client live market data, quotes, price history, options chains, and news, so a model can reason over real prices instead of recalled ones.
AI / Education · TypeScript, LLM, Interactive Visualisation
Teaches AI three ways at once: an explorable concept map, a Socratic LLM tutor that asks rather than tells, and a build-it-yourself playground.
Elsewhere
Also reachable in a terminal: curl saksham.digital or
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