about me
I've always been drawn to building things. For me, computer science isn't just a career, it's the ability to turn ideas into products that people can actually use.
Outside of software engineering, my biggest passion is the financial markets. They're incredibly complex, constantly evolving, and full of unanswered questions, which is exactly what makes them so fascinating to me.
Most of my free time is spent building tools that help make sense of market behavior, especially volatility, options, and market structure. I enjoy taking complex financial concepts and turning them into software that helps traders better understand what's happening beneath the surface.
I'm currently pursuing my M.S. in Computer Science at Georgia Tech while continuing to build projects that combine my passion for software engineering and finance. My long-term goal is to create market analytics tools that help people better understand and navigate the markets.
technologies
experience
education
M.S. Computer Science @ Georgia Tech
2025 — 2027 · 4.0 GPAB.S. Computer Science @ Virginia Tech
2022 — 2024projects
Intraday GEX Dashboard
Tracks net dealer gamma exposure across SPX strikes in real time through the trading day, surfacing the levels where hedging flow tends to pin or accelerate price. A Python and Flask backend streams live options data to a React frontend, with Pandas handling the GEX calculations.
Charm Flow Analyzer
Maps intraday charm, how an option's delta drifts purely from time decay, across the SPX strike space, highlighting zones where dealer re-hedging builds steady directional pressure into the close. Built in Python with NumPy and a Black-Scholes Greeks engine, using Pandas for the time-series work.
Gamma Exposure Heatmap
A color-coded heatmap of gamma exposure across every strike and expiry, making it easy to see where positioning is concentrated and how it shifts as spot moves. Python and Flask pull data from the CBOE API into a React grid that recolors by magnitude in real time.
Put/Call Parity Scanner
Scans put/call parity across all strikes and expirations to flag arbitrage residuals where market prices drift from theoretical fair value. A Python and Flask service pulls live quotes and Greeks via the Schwab API, prices contracts with Black-Scholes, and a React frontend color-codes the deviations by days to expiry.
contact
- email[email protected]
- linkedinlinkedin.com/in/vagadkar ↗
- githubgithub.com/v3dcodes ↗
- locationVirginia