Siddhant Shah

About

I explain hard things about money.

Accounting rules, unit economics, valuation, derivatives — and what all of that looks like once it moves onchain. Plus whatever else I happen to be pulling apart: lap times, a fertility register, the software I spend all day inside. Not everything worth writing down is work.

I do quantitative and computational research on financial markets, with a focus on financial technology and digital-asset market infrastructure — the firms, protocols and plumbing the sector is being built on. What distinguishes the work is that I have built the systems I now cover: the datasets, the models, the pipelines. I am an Equity Research Associate at Rosenblatt Securities, covering financial technology, digital assets and high-performance-computing infrastructure.

This site is where I write about everything else.Disclosure: not investment advice What I'm building, what I'm reading, and what I haven't worked out yet.

I came at this from the other side. Before markets it was Bayesian inference, ensemble methods and statistical modelling — a research assistantship in Boston University's Department of Computer Science, systematic strategies, portfolio construction. That is still the toolkit; the subject just changed. A fair amount of what goes here is side quests — things I'm learning in public, the method pointed at Formula 1 telemetry or an IVF register. That is the point of having my own site rather than only a byline.

The detail

The full version of each, rather than a wall of bullets here.

Teaching

For four years I taught maths and physics to students preparing for the International Junior Science Olympiad, and I have taught introductory options and financial mathematics at STEMS. Teaching is the fastest way I know to find out whether you actually understand something, and it is the part of all this I am most enthusiastic about.

Elsewhere