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rithik279/README.md

Rithik Singh

Quantitative equity research · Systematic investing · AI-native financial systems

University of Toronto — Rotman Commerce
Management Specialist (Finance focus) · Minors in Computer Science + Statistics

I build research systems that turn financial data and market hypotheses into testable investment evidence — from signal screening and regime analysis to Monte Carlo risk engines and AI-assisted research workflows.

Most recently, I worked in Quantitative & AI Portfolio Management at Agilith Capital, where my research included screening 1,178 factor specifications, building PM-facing quantitative tools, and evaluating an LLM-assisted earnings workflow.

Selected Work

  • PassPlan — Full-stack Monte Carlo decision engine for evaluating trading strategies under real prop-firm drawdown, payout, consistency, and portfolio constraints.
  • QuantiFi Algorithmic Trading Competition — Top 3 systematic strategy; 24.3% simulated return and 1.78 Sharpe over the 252-day competition horizon, with transaction-cost-aware optimization and robustness analysis.
  • RCFA Trading Competition — 4th of 26 teams; algorithmic tender arbitrage and market making using order-book liquidity, inventory-aware quoting, fee/fine controls, and automated position flattening.
  • Volatility Forecasting Toolkit — Reproducible ARCH, GARCH(1,1), and EWMA research toolkit with walk-forward testing, forecast diagnostics, unit tests, and CI.
  • Waterloo Trading Competition 2026 — Selected from approximately 1,500 applicants; built fair-value, Monte Carlo, and cross-instrument arbitrage tools for live market-structure games.
  • FirstShot — Full-stack AI research and outbound platform combining prospect discovery, live web research, personalized generation, human review, OAuth email delivery, job queues, and engagement tracking.

Research & Engineering Stack

Languages: Python · SQL · Java · JavaScript / TypeScript
Quant: pandas · NumPy · statsmodels · scikit-learn · factor research · backtesting · Newey–West HAC · BH-FDR · HMM / SOM regimes · Monte Carlo
AI / Data: LLM agents · RAG · structured outputs · evaluation harnesses · PostgreSQL
Engineering: FastAPI · Next.js · React · Docker · pytest · GitHub Actions · REST APIs

Connect

LinkedIn · Email

Pinned Loading

  1. passplan passplan Public

    Forked from Hyper-vis/montecarlopropfirmsimulator2

    First version of prop firm pass probability simulator.

    Python

  2. quantifi-algodev quantifi-algodev Public

    Forked from e-yang6/quantifi

    🥉Third-place-winning quantitative trading strategy developed for the UofT UTEFA QuantiFi 2025 competition

    Python

  3. RCFATradingComp2026 RCFATradingComp2026 Public

    Python

  4. volatility-modeling-jpm volatility-modeling-jpm Public

    Volatility modeling toolkit implementing ARCH, GARCH, and EWMA methods for financial time series. Includes data preprocessing, parameter estimation, model fitting, and volatility forecasting. Ideal…

    Python

  5. WaterlooTradingComp2026 WaterlooTradingComp2026 Public

    Python