Entrance gallery / Aditya's personal museum
Aditya
Agrawal
I study markets with mathematics, history, and code. Current work: Kalman-filter pairs models and tools that read SEC filings.
The Fall of Icarus / 1636-38 / Museo del Prado
Room I / Philosophy
Questions before answers.
I read Spinoza, Nietzsche, and Dostoyevsky because each forces the same useful habit: decide what you believe about choice before trying to model it.
Room II / History
The past tests the model.
I use history to pressure-test theories. Institutions, market shocks, and disaster recovery show where a clean explanation stops being clean.
Room III / Art
Attention is a choice.
I look at painting to study decisions about emphasis: what gets sharpened, softened, or left out. The same choices appear when I make a chart or explain a trade.
Room IV / Quant finance
Research that has to survive costs.
My pairs work tests dynamic hedge ratios with Kalman filters. KO-PEP reached a 1.9 Sharpe and MA-V 1.3 in the study; robustness and execution still decide whether the result matters.
Study room / Personal work
Things I have put into use.
Research room / Risk
Who absorbs the shock?
I study how insurance changes recovery after earthquakes and floods, especially where households and small businesses have little financial protection.
Reading table / Current questions
Questions I am still working through.
Insurance & Risk Transfer
Researching how insurance can improve resilience for individuals, businesses, and developing economies — including disaster insurance, accessibility, and innovative models for digital assets.
Development Economics
Exploring how countries respond to earthquakes, floods, tornadoes, and other large-scale economic shocks — and how financial protection mechanisms can accelerate recovery.
Financial Markets
Deep research into high-frequency trading, market microstructure, quantitative investment strategies, and cryptocurrency market dynamics.
Future room / Working plan
Study, test, write, repeat.
I want to earn a PhD in mathematics, publish work in finance and economic policy, and eventually run a systematic fund. The immediate work is less grand: keep building and keep the results honest.
Closing room / Personal direction
What I return to.
I read philosophy, study probability, follow markets, play chess and poker, and build software to test ideas that would otherwise remain untested.