CUDA Based Options Pricing using Monte Carlo Simulation
Introduction & Motivation
Note : This website is to be updated with latest stuff but you can look up my previous projects if you like :)
Hi! I am Toshit Jain, a Computer Science Undergraduate at Indian Institute of Technology Guwahati (IIT, Guwahati), Guwahati, India. I am a Quantitative Trading Intern at AlphaGrep. I am interested in problem solving, mathematics and competitive programming. Except for technical stuff, I enjoy playing guitar. I am open to any Internship Opportunities for Winter 2026 & Full time Opportunities for 2027. Feel free to approach me through the emails given.
Competitive Programming : Coming up with efficient algorithms and accurate implementations is always fun. I love giving contests and participating with my team in nation wide competitions (Our team was in the ICPC Asia West Finals 2026). I also have a keen interest in C++ and low level programming!
Problem Solving & Mathematics : I love to solve all kind of mathematical problems especially non-routine. I really like to solve puzzles during my free time.
Algorithmic Trading : I have a decent interest in studying order books, researching current strategies, optimizing the existing ones and learning more about it every single day.
I like to learn & play fingerstyle technique on acoustic guitar. I also love listening to pop music and some Japanese music as well. I like to play table tennis as a sport (although I am not so good at it :p).
Introduction & Motivation
Introduction and Motivation
Project Overview