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pranava-ba/README.md

BA Pranava

Probability · Information Theory · Quantitative Finance

LinkedIn Portfolio GitHub


About

I study AI/ML from the ground up, starting from probability and working outward into information theory, statistical learning, and quantitative finance. My interest isn't in applying off-the-shelf models; it's in understanding the mathematical substrate that makes them work (or fail), and I work on the application of information-theoretic frameworks—such as entropy, mutual information, and coding theory—to financial markets and decision systems.

Currently moving through Feller's Probability as a rigorous foundation before Heard on the Street, and working through Polyanskiy & Wu's Information Theory in parallel, referring Stefan Moser's Lecture Notes.

I build and ship real tools,having currently made a production-grade NSE equity analytics desktop app.


What I'm Reading

Book Author Why
An Introduction to Probability Theory and Its Applications William Feller Rigorous combinatorial & analytic probability — the foundation everything else rests on
Principles of Mathematical Analysis Walter Rudin The analysis and measure-theoretic bedrock beneath probability and finance
Elements of Information Theory Cover & Thomas Entropy, mutual information, and coding theory from the ground up
Information Theory Yury Polyanskiy & Yihong Wu Channel capacity, hypothesis testing, lossy compression — from first principles
Statistical Inference Casella & Berger Estimation and hypothesis testing done rigorously
Stochastic Calculus for Finance I & II Steven Shreve Martingales, Brownian motion, Black–Scholes via measure theory
Options, Futures, and Other Derivatives John C. Hull The practitioner's map of derivatives markets

Projects

📊 Bullseye — NSE Equity Analytics

A production desktop app for end-of-day NSE equity analysis

Built with Polars for vectorised, out-of-core data processing. Features parallel downloads with retry/backoff, atomic writes, Camarilla pivot levels, multi-symbol comparison, and light/dark theming with full BaseWeb CSS coverage. Packaged as a Windows installer via PyInstaller + Inno Setup.

Python Polars Streamlit Plotly PyInstaller Inno Setup

Repo


📐 binomcikit — Binomial Confidence Intervals

A Python package for computing confidence intervals for binomial proportions

Implements a broad family of interval methods (Wald, Wilson, Clopper–Pearson, and more) with a clean, documented API. Published with hosted documentation on Read the Docs.

Python Statistics Confidence Intervals

Repo Docs


🎲 ToFUL — Tool for Uncertainty

A parser that extracts statistical moments and uncertainty from text

Turns unstructured/LLM output into structured statistical-moment representations for downstream analysis.

Python Statistical Moments Parsing

Repo


📈 Quant — Quantitative Finance Progression

An open notebook tracking my progression through quantitative finance

Derivative pricing, stochastic calculus, and a structured roadmap from foundations to strategy.

Derivatives Stochastic Calculus Roadmap

Repo


🌐 GitHub Pages

Live Site


Probability is the language of uncertainty. Learning to speak it fluently is the prerequisite for everything else.


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  1. Bullseye Bullseye Public archive

    NSE trade analysis

    Python