Aug 2023 — May 2027
Virginia Tech
Bachelor of Science in Computer Science with a Minor in Mathematics and Finance
GPA: 3.61 / 4.0
Portfolio
Varun Budati
Computer Science researcher focused on quantitative finance, reinforcement learning, and applied machine learning.
About
Working at the intersection of research and implementation.
Anything that deals with Machine Learning and algorithms have always piqued my interest. Recently I've been analyzing polymarkets and developing trading strategies for cryptocurrency markets. I have a strong passion for research and am always looking for opportunities to learn and grow in the field of financial engineering and machine learning.
About me
- FocusML + Financial Engineering
- SchoolVirginia Tech
- DegreeB.S. Computer Science
- MinorMathematics & Finance
Education
Academic background
Jan 2010 — May 2023
IES Bhavans, Kuwait
Senior School Certificate Examination in Computer Science
Secondary School Examination in Information Technology · GPA: 94.3/100
Experience
Research, leadership, and competition results
IMC Trading Competition — Top 15 US (0.005%)
Apr 2025- Placed 15th in the US out of 12,600 teams in IMC's Prosperity 3 trading competition.
- Optimized trade execution under latency constraints by engineering fair value estimators and implementing dynamic bid shading.
- Designed signal-driven market-making strategies by analyzing mean-reversion patterns and synthetic mispricing.
Quantitative Researcher - Dataism Lab for Quantitative Finance
Oct 2024 — Present- Researching optimal order execution by analyzing the market microstructure of Bitcoin trade data to develop and implement advanced trading strategies.
- Constructed benchmark execution algorithms in Python, including VWAP and TWAP, to analyze the market impact and transaction costs of trading Bitcoin.
- Engineered a reinforcement learning and neural network architecture (PPO, DDQN) to create an adaptive agent that optimizes trade execution strategies in real-time.
- Modeling quantitative performance using statistical methods and Python (NumPy, Pandas, SciPy) to analyze trade execution efficiency and market dynamics.
Market Research Analyst — FinTech Club
Aug 2024 — Present- Led a project under Dr. Daniel Rodriguez replicating Evans & Archer (1968) via Python simulation, analyzing portfolio diversification and risk reduction.
- Utilized Pandas, NumPy, and SciPy on historical stock data to model risk vs. portfolio size, quantifying diversification benefits.
- Demonstrated and presented findings confirming that most unsystematic risk is mitigated with 10-20 assets.
Summer Researcher - Virginia Tech MAOP Program
May 2025 — Jul 2025- Conducted a mixed-methods research study on pedagogical patterns in introductory Computer Science to identify opportunities for improving student retention and engagement.
- Developed a quantitative framework with eight distinct categories through an open coding process to classify the thematic focus of programming examples.
- Utilized computational text analysis software (LIWC-22) and large language models to quantitatively assess the linguistic and contextual nature of course materials.
- Synthesized findings to reveal a high prevalence of abstract mathematical examples, providing data-driven recommendations for incorporating more culturally relevant and real-world applications in curricula.
Research Mentor — REACH Lab
Jan 2025 — Jun 2025- Guided undergraduate researchers within the Reimagining Equity and Accessibility in Computing for Humanity (REACH) Lab at Virginia Tech.
- Mentored peers on literature review best practices, database search strategies, and synthesizing findings for equitable computing research.
Undergraduate Research Assistant — REACH Lab
Mar 2024 — Jun 2025- Conducted an extensive literature review under the leadership of Dr. Ihudiya Finda Williams on Rural Computer Science Education.
- Synthesized over 80 articles to support a $500,000 National Science Foundation grant proposal.
- Trained six research assistants on database search methodologies, prompt design for scholarly queries, and rigorous literature review techniques.
Leadership
Leadership roles
Incoming Co-President — FinTech Club
Jun 2025 — Present- Organize Hokies on Wall Street, a trip to New York City for students to network with finance professionals and Alumni from firms like Elequin Capital, Evercore, Citi, and more.
- Manage the club's budget and all financial operations to fund initiatives and workshops for a community of 100+ members.
- Organize and host speaker events with industry professionals from leading finance and technology firms to create career development and networking opportunities.
Student Summer Ambassador — MAOP Program
Summer 2025- Represented the MAOP program and helped support student engagement throughout the program.
- Gave multiple talks and speaker events to prospective students about the program and spoke about multiple research opportunities at Virginia Tech.
Research Mentor — REACH Lab
Jan 2025 — Jun 2025- Guided undergraduate researchers within the Reimagining Equity and Accessibility in Computing for Humanity (REACH) Lab at Virginia Tech.
- Mentored peers on literature review best practices, database search strategies, and synthesizing findings for equitable computing research.
Publications
Research publications
SIGCSE TS 2026 · 2026
Bridging the Code Gap: Understanding Pedagogical Patterns in CS1 Programming Courses
Naomi Chioma Udenze, Varun Budati, Ihudiya Finda Ogbonnaya-Ogburu
An exploratory pilot study analyzing examples and exercises used in CS1 programming courses at top universities, investigating pedagogical patterns and diversity in computer science education.
Read publicationWorking Paper · 2026
Order Execution for Cryptocurrency using Mixture of Experts
Ali Habibnia, Alexander Ardaiz, Varun Budati
A Mixture of Experts framework for optimal order execution in cryptocurrency markets, combining K-Means regime identification with specialised Double Deep Q-Learning experts.
Projects
My work
Sports Betting Algorithm & Analytics System
A sophisticated analytics system to identify profitable betting opportunities using statistical models and machine learning.
Python
Data Analysis
Streamlit
View project
Optimal Trading Execution System with Reinforcement Learning
Implementation of the Almgren-Chriss model for optimal trade execution, enhanced with a reinforcement learning agent to minimize market impact.
Python
Reinforcement Learning
Quantitative Finance
View project
MACD Trading Strategy Visualizer
An interactive web application to visualize the MACD indicator and backtest trading strategies on historical stock data.
Python
Streamlit
Technical Analysis
View project
Video Poker
A classic Video Poker game built with a clean interface, focusing on probability and game theory.
Python
Pygame
Game Development
View project
Crash Car
A simple and fun 2D car racing game developed to demonstrate object-oriented programming principles.
JavaScript
HTML5 Canvas
Game Development
View project
Options Pricing Calculator & Graph Using the Black-Scholes Model
A tool for pricing European options using the Black-Scholes model, with visualizations for the Greeks.
Python
Quantitative Finance
Streamlit
View project
Skills
Core tools and methods
Python
NumPy
Pandas
SciPy
Machine Learning
Reinforcement Learning
PPO
DDQN
Streamlit
Financial Modeling
Statistical Analysis
Research Writing
Gallery
Events
Events
Contact
Get in touch
If you'd like to talk about research, finance, or collaboration, here are the best ways to reach me!