Welcome to my homepage!
I am: an Internet Entrepreneur, a Quantitative Strategist.
I studied: Maths at Cambridge, Physics at IIT Bombay.
I enjoy: piano, dance, fitness activities, cooking, manga, photography, video-gaming.
I currently live in: London, United Kingdom.
I was born on: 21 December 1992.
Contact me at: neokits AT gmail DOT com.
Goldman Sachs: For the last few years I have been working as a quantitative strategist in the Fixed Income, Currency & Commodities part of Global Markets division at Goldman Sachs. My job involves understanding trade payoffs based on market factors and developing statistical market models and Monte Carlo based pricers for valuation of derivatives and for understanding and hedging financial risk. You can check out my personal notes on theory of derivate pricing here.
Neokits Web: I designed and engineered www.justapplause.com from ground up. JustApplause was a platform where users could announce their live events and performances to the community, and support events that they believed in and were inspired by. This also created an opportunity for me to learn several programming languages, web frameworks, databases and Linux tools. I have open sourced a small library from the backend code used for sending web push notifications.
Morgan Stanley: Earlier, I also had a summer internship as quantitative analyst.
My LinkedIn profile has more details.
I did my undergraduate studies in Engineering Physics with minor in Applied Statistics and Informatics at Indian Institute of Technology Bombay. I was also very interested in Computer Science and Mathematics so I took a few courses in those too, skipping several pre-requisites. I think my sophomore year was the best, I scored highest in several exams in Physics, Computer Science and in Statistics, and also received appreciation from professors and classmates. :)
By junior year I had decided String Theory was the topic I wanted to concentrate on most, so I took a few projects at IIT Bombay and at Tata Institute of Fundamental Research to get started on that. You can check out some of my project reports here:
But I felt I needed to learn much more Maths for String Theory, so I chose Mathematics for my graduate studies at University of Cambridge, which turned out to be pretty intense. A little advice: if you have never taken courses in Geometry or Algebra before, and if you wish to explore more of the foreign country on your first stay abroad, you may not want to take Part III Algebraic Geometry courses at Cambridge, unless you are willing to work really hard. But it was a very enriching experience.
I also got to work on many interesting projects outside string theory/gravity/geometry during my undergraduate studies:
Programming: I very much like to contribute back to open source community whenever I can and I have published some of my work as libraries on my GitHub page.
If you enjoy simulations, you may like this program. It features a classical gravity simulator, a classical electric potential simulator and a quantum oscillation simulator. :)
Apart from this I also have a few short scripts, to explore some new programming domains, on my GitHub Gist page.
Science: I love Science and try to read books and articles regularly. I recently did some new calculations in fluid dynamics and geometry with a friend. The paper is up on Arxiv. I also wrote a program to do simulations for our research and put it on GitHub.
Photography: I had an interest in photography since an early age when my dad gifted me a camcorder, but that broke a few years ago (not my fault), and my interest lay dormant until when my brother gifted me an awesome new camera. You can check out some of my latest photographs on Flickr or on Instagram.
Manga: I tend to spend most of my free time on anime and manga. My favorite ongoing manga is 'One Piece'. I learnt a little Japanese in my undergrad senior year, but did not get to use it much apart from the time I was invited to Japan (thank you Japanese government!).
Cooking: At Cambridge, my college cafetaria was a little far from my residence, so I gathered courage and decided to cook my own food for the first time. It turned out to be pretty good. Pics are on this Google album.
Gaming: Lately I haven't been able to spend as much time on gaming as I would like. However, everytime I visit my brother, we play a few games on his PlayStation. The most recent game I played was 'Sekiro' which has to be one of the toughest games I ever played. Before that I played 'The Last of Us', and almost completed 'Nino Kuni'. After playing more than a hundred PC games and a dozen PS games, it is very hard to say which ones I liked most, but if I had to choose one right now I think it would be 'Kingdom Hearts II'.
Piano: I moved to London in the midst of Covid lockdowns, and with everything closed down in the city I ended up buying a digital piano. I practiced on my own watching online lessons and I can now play 'Moonlight Sonata' decently. Listen to my first recording on Youtube.
Dance: After Covid lockdowns were lifted in London, I thought I should take up some classes to get some of the city experience. I ended up taking hip hop dance classes and I am quite loving it.
The dynamics of space-time is equivalent to the dynamics on the boundary of it (AdS/CFT Correspondence). Like in a hologram a 3D graphic is encoded in a 2D layer, the world we live in is governed by stuff on the boundary. Does that mean our fates really are written in the stars?! o.O