Market Dynamics Modeler

Aarush Shah

Engineering Meets

I model markets like engineered systems, with a focus on short-horizon trading, drift estimation, and microstructure-aware prediction. I’ve already built physics-based trading models, written independent econophysics research, and started applying that thinking in live internship work. Next, I’m building toward trading roles where first-principles reasoning and measurable edge matter.

Aarush Shah

The Market Dynamics Modeler You’re Looking For

I’m a Purdue Aeronautical & Astronautical Engineering student applying physics, mathematics, and systems thinking to short-horizon trading problems. My independent econophysics research and fluid-dynamics trading models show a clear direction: I build market frameworks that are original, testable, and grounded in measurable behavior.

Curious Lens

I’m drawn to problems that sit between disciplines. The work gets interesting when a concept from one field can unlock structure in another.

Technical Depth

I like building from mathematical structure rather than surface intuition alone. Even early in my career, I gravitate toward models with explicit logic.

Collaborative Thinking

I work well when ideas can be challenged and sharpened. I value conversations that improve the model instead of protecting ego.

Self-Directed Initiative

I don’t wait for permission to explore hard problems. My independent paper and early trading models came from following questions deeply on my own.

Fast Learning

I’m early in programming, but not early in analytical thinking. I learn tools in service of a clear problem, which makes the ramp faster and more focused.

Measured Delivery

I care about whether the idea survives contact with data. I’d rather present an honest in-progress result than inflate a claim I can’t defend.

Markets get more interesting when you treat them like systems instead of stories.

Building Models From First Principles

I approach markets like dynamic systems that can be modeled, measured, and stress-tested. My work focuses on identifying drift, defining fair value, and translating engineering logic into trading decisions.

Drift Modeling

I build models that separate deterministic structure from stochastic noise. The goal is to identify when price flow contains tradable directional information.

Signal Testing

I evaluate ideas through measurable outcomes like directional accuracy and residual behavior. I care about whether a model holds up, not whether it sounds clever.

Market Dynamics

I use concepts from physics and engineering to frame price behavior as a system. That lens helps me generate non-generic trading hypotheses.

Execution Logic

I think about how prediction changes action. If drift is strong, I want trend-following logic; if not, I shift toward fair-value and mean-reversion behavior.

I want to be brought in for short-horizon trading problems where structure matters more than noise.

From Problem to Signal

How I Work

01

Frame

I start by defining the market behavior I’m actually trying to explain.

Model the system, not the story.

02

Model

I translate that behavior into a mathematical structure with clear assumptions.

First principles before complexity.

03

Measure

I test whether the model produces measurable edge using clean evaluation criteria.

If it can’t be measured, it can’t be trusted.

04

Execute

I connect the signal to a trading action based on regime and strength.

Prediction matters only if action follows.

Building From Day One

An engineering education paired with early research and trading model development.

2024–2028

B.S. in Aeronautical & Astronautical Engineering

Purdue University

  • GPA: 3.80
  • Completed first year of undergraduate study
  • Relevant direction includes mathematics, statistics/probability, and engineering systems thinking
  • Building toward quant trading through engineering-based market modeling
2025–Present

Quantitative Analyst Intern

Raedan Capital

  • Researching predictive structure in cryptocurrency and National Stock Exchange data
  • Building a kinematics-inspired short-horizon prediction engine
  • Developing a regime classifier for market-making and momentum trading
  • Contributing physics-based thinking to active trading model development
2025

Independent Researcher / Strategy Designer

Independent Work

  • Authored the independent research paper *Physics in Economics*
  • Designed a fluid-dynamics-inspired HFT signal engine for short-horizon trading
  • Tested models on fictional stocks, cryptocurrency, and NSE data
  • Measured performance using directional accuracy and residual-based statistics

Technologies & Tools

Built through independent research, early trading projects, and internship work.

Quant Modeling

Drift Modeling
Mean Reversion
Fair Value Estimation
Regime Classification
Residual Analysis
Directional Accuracy Testing

Mathematics

Probability
Statistics
Ito Process
Dynamical Systems
Kinematics
Linear Drag Modeling

Physics Frameworks

Fluid Dynamics
Navier-Stokes Concepts
Free Fall Models
Deterministic vs Stochastic Systems
First-Principles Modeling

Programming

Python
Basic Scripting
Model Prototyping
Logic Design
Algorithm Structuring

Research Tools

LaTeX
Independent Research
Technical Writing
Model Documentation
Hypothesis Framing

Markets

Cryptocurrency
National Stock Exchange Data
Short-Horizon Trading
Market Making Logic
Momentum Trading
Microstructure Thinking
3
Projects Shipped
10+
Technologies Used
1
Internships Completed
1
Research Papers
Early Evidence

What I’ve Built

These projects all point in one direction: an engineer’s approach to markets, built around structure, testing, and short-horizon edge.

Independent Project / Internship-Linked Research

DriftFlow: Fluid-Dynamics HFT Signal Engine

I designed a short-horizon trading model that treats price flow as a dynamic system rather than a purely statistical series. The model uses discretized fluid-dynamics and Navier–Stokes-inspired logic to estimate drift and fair value, then switches between drift-following and mean-reversion based on signal strength. I tested it on fictional stocks, cryptocurrency, and National Stock Exchange data, and evaluated it using directional accuracy and residual-based statistics. The project proves that I can turn first-principles engineering thinking into a trading framework with measurable edge.

Impact: 55%–65% directional accuracy | Regime-based trading logic for momentum and market-making

PythonDrift ModelingNavier-Stokes ConceptsResidual AnalysisCrypto DataNSE Data
Independent Research Paper

Physics in Economics

This paper models a ceteris paribus market as an object in free fall under linear drag, using a physics lens to explain price motion. I wrote it independently as a sole author, using the project to test whether mathematical structures from physics could be transferred into finance in a meaningful way. The value of the work is not just the analogy itself, but the discipline of building a coherent cross-domain framework. It proves that I can generate original quantitative ideas and express them with mathematical clarity.

Impact: Sole-authored independent paper | Cross-domain market framework grounded in physics

LaTeXEconophysicsLinear DragMathematical ModelingIndependent Research
Internship Project

Kinematics-Inspired Prediction Engine

At Raedan Capital, I’m building a short-horizon prediction engine informed by kinematics and paired with a regime classifier. The work focuses on predictive structure in cryptocurrency and NSE stocks, with logic designed for both market-making and momentum trading. Because the system is still under development, I’ve been careful not to overstate performance metrics that are not ready yet. What this project proves is that I can contribute original modeling ideas in a live internship setting while staying disciplined about evidence.

Impact: Active model development at Raedan Capital | Honest, in-progress research with applied trading focus

PythonRegime ClassificationCrypto ResearchNSE ResearchMarket MakingMomentum Trading

Client Testimonials

What people say about working with me

"Aarush approaches markets with unusual originality for an early-career student. In his econophysics work, he did not rely on standard finance framing; he built a physics-based model and pushed it until the logic held together mathematically. What stands out is his willingness to connect difficult ideas across disciplines and test whether they actually work. He brings both curiosity and structure to quantitative problems."

Research Supervisor

Independent Research Mentor

Independent Research

"At Raedan Capital, Aarush has shown strong initiative in researching predictive structure across cryptocurrency and NSE data. He thinks in systems, asks sharp questions, and is willing to build from first principles rather than copy existing templates. His work on short-horizon prediction and regime classification reflects both creativity and discipline. He is especially strong when a problem requires analytical thinking and original framing."

Internship Manager

Quantitative Team Mentor

Raedan Capital

"Aarush is the kind of person who naturally looks for the underlying mechanism behind a problem. When discussing trading models, he consistently brings the conversation back to dynamics, signal strength, and what can actually be measured. He is analytical, innovative, and precise in the way he develops ideas. Even early on, he stands out for having a clear lens rather than just broad interest."

Project Collaborator

Technical Peer

Purdue University

Let’s Build Something Together

I’m open to conversations about quant trading, market modeling, and research-driven roles where first-principles thinking is valued. I’m based between West Lafayette and Mumbai and interested in opportunities that connect engineering logic with real trading problems. If the work involves signal, structure, and measurable edge, I’m interested.

Aarush Shah

"I bring an engineer’s approach to markets — building trading logic from structure, not slogans."

Aarush Shah

© 2026 Aarush Shah. Transforming visions into reality, one solution at a time.