Pradyot Bathuri

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I'm Pradyot. I'm a dual-degree student at Indiana University Bloomington in Computer Engineering and Mathematics (Program II), working toward a PhD in quantitative finance. I do high-performance computing research on IU's BigRed200 cluster, build machine-learning factor models from market data, and study the linear algebra of quantum computing in Prof. Yuxi Hong's lab. The through-line: I like problems that sit exactly where numerical methods, finance, and systems meet, and I like being able to trace every claim back to a run ID. Based in Bloomington, IN.

The research journey

How the reading turned into projects, and the projects into a direction. Roughly chronological; every project names what it was built on.

Read / learnedBuiltShipped
  1. Linear algebra, properlyRead / learned
    2025

    Strang, then the proof-heavy version. The realization that eigenstructure, projections, and SVD are the same tools under PCA, factor models, and quantum gates.

  2. High Performance Computing (ENGR-E 517, graduate)Read / learned
    2025

    Memory hierarchy, parallelism, and the habit of measuring instead of guessing. The course that made me ask what the cache is actually doing.

  3. qhpc_cache — cache behavior of finance kernelsBuilt
    2025 → 2026

    Empirical L1-cache characterization of Cholesky, Monte Carlo, GARCH, and GEMM on BigRed200, measured with PAPI. No claim without a hardware counter behind it.

    Grew out of the HPC course and a refusal to trust unmeasured plots.

    Read the write-up →
  4. Empirical asset pricing: Cochrane, Fama-French, Baba-YaraRead / learned
    2026

    Discount Rates (2011), Common Risk Factors (1993), and In Search of Sparsity. The factor-zoo problem and why machine learning has to be disciplined by economics.

  5. MITx Foundations of Modern Finance + RuppertRead / learned
    2026

    CAPM, APT, and the statistics of financial data, paired with Statistics and Data Analysis for Financial Engineering for the empirical machinery.

  6. RegimeFactorZoo — ML factor models with a regime testBuilt
    2026 → present

    Fama-French and ML factor models on fully public data, asking whether sparse factor selections survive a volatility-regime change.

    Built directly on the asset-pricing reading and the Modern Finance coursework.

    Read the write-up →
  7. Quantum computing: Sutor, Wong, Nielsen-ChuangRead / learned
    2026

    Dancing with Qubits and Introduction to Quantum Computing, working toward Nielsen-Chuang. Qubits as unit vectors, gates as unitaries, measurement as the one non-linear step.

  8. Quantum computing research — Hong LabBuilt
    2026 → present

    The linear algebra under quantum computing, and where quantum amplitude estimation offers a quadratic speedup over classical Monte Carlo for pricing.

    The quantum reading, taken into Prof. Yuxi Hong's lab.

    Read the write-up →
  9. Captain Whiskers — quantum-optimized trading agentBuilt
    2026

    Variational-quantum portfolio optimization with Byzantine-fault-tolerant verification and post-quantum signatures. Where the HPC, finance, and quantum threads first met in one build.

    The intersection of the quantum work and the factor-modeling work.

    Read the write-up →
  10. Paper: Training-Horizon Effects in LLM-Assisted Quantum Portfolio OptimizationShipped
    2026

    Under review, QNLP AI 2026. The research thread that came out of putting an LLM and a variational quantum optimizer in the same loop.

  11. Toward a PhD in quantitative financeShipped
    next

    A research arc where numerical rigor, modeling depth, and systems thinking all have to coexist — and every claim still traces back to a run ID.

Recent writing

All posts →

Weekly motion

Short execution logs between portfolio narratives and long-form posts.

Open timeline →

Project gallery

These are the builds I open first when someone asks, "What have you actually shipped?"

qhpc_cache — cache behavior of quantitative-finance kernels

An empirical L1-cache characterization of four numerical-finance kernels (Cholesky, Monte Carlo, GARCH, GEMM) on AMD EPYC, instrumented with PAPI hardware counters on BigRed200. Every claim traces back to a counter measurement, not a vibe.

RegimeFactorZoo — machine-learning factor models with a regime twist

A reproducible Fama-French and ML factor-modeling pipeline on fully public data. The original question: do sparse factor selections survive when you split the market by volatility regime, or do they quietly fall apart the moment the VIX moves?

Quantum computing in the Hong Lab

Working through the matrix algebra under qubits, gates, entanglement, and measurement, and where quantum and classical Monte Carlo meet for derivatives pricing. A standing reminder that "linear algebra" and "quantum mechanics" are closer than the course catalog admits.

Captain Whiskers — autonomous on-chain trading agent

A hackathon build: an autonomous trading agent with variational-quantum portfolio optimization, on-chain identity, risk limits, and an eleven-node Byzantine-fault-tolerant verification layer. Yes, the cat has a risk router.

legal-document-intelligence — agentic diligence over messy documents

A retrieval-augmented pipeline (LangGraph + Qdrant, served on vLLM) for property and M&A document review, tuned for AMD MI300X. Built for the unglamorous reality that most "AI" work is making retrieval not lie to you.

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About me

I started in visual systems at SCAD, moved into engineering at IU, and added a Mathematics major because I wanted the proof-heavy foundation, not just the applied shortcuts. That combination now points at one goal: a PhD in quantitative finance, working on methods that are measurable, reproducible, and useful outside a backtest.

Day to day, that means three tracks running in parallel: HPC and numerical-methods research, a machine-learning factor-modeling project I can hand to anyone with a laptop and make, and quantum-computing foundations in Prof. Hong's lab. I have also built through messy real-world constraints — a small advertising agency past $10K in revenue, hackathon demos under 48-hour clocks, and research pipelines that force me to show my work.

More about me Activities

Contact

Bloomington, IN
pbathuri@iu.edu
LinkedIn View Resume

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