Pradyot Bathuri

Blog

This page is for long-form writing. If you want quick weekly motion, use Timeline. If you want stable build records, use Portfolio.

Research

Quantum computing is linear algebra wearing a lab coat

Notes from Prof. Hong's lab on the matrix algebra under qubits, gates, entanglement, and measurement, and the one place it matters most for me: the quadratic speedup quantum amplitude estimation promises over classical Monte Carlo for derivatives pricing.

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Research

RegimeFactorZoo, part two: the replication actually works

A results post. I rebuilt the Fama-French three factors from raw CRSP and Compustat and matched Ken French's published series to 0.98/0.97, then asked whether the risk is actually priced (Fama-MacBeth) and whether individual characteristics predict returns (a nine-signal factor zoo). Numbers included, including the one with the wrong sign.

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Research

Do sparse factors survive a regime change?

RegimeFactorZoo replicates Fama-French and ML factor models on fully public data, then asks the question the factor zoo usually dodges: when you split the market by volatility regime, do the factors a sparse model selects stay selected? A short paper on the build, the math, and the WRDS rug-pull that made it better.

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