Samyag Jhaveri

Projects

Selected work.


2025 — Present

EigenTorch

A machine learning framework written from scratch in C++, built to be fast enough to make predictions on market data as it ticks in.

2025 — 2026

Order Flow Imbalance and Price Formation

A paper asking how much of a stock's price movement is explained simply by the imbalance between buy and sell orders. Across 24 million quotes, the answer is about half. There maybe some non-linear dynamics better captured by modern ensemble methods.

Also