MD AMIR KHAN

Live web application monitoring ~20 U.S. interstate natural-gas pipelines across multiple operator portal architectures. Built format-specific scrapers (HTML, PDF, Excel, dynamic and protected portals) and a structured-output extraction layer over the Anthropic Claude API that normalizes free-form maintenance notices into typed capacity-impact records. Caching layer significantly reduces LLM calls on unchanged notices. Tracks active and upcoming capacity restrictions across the interstate pipeline network.

Full-stack production web application covering the PJM generation fleet at national scale — thousands of units across 13 states + DC. Overview / Thermal / Non-Thermal / Plants / Insights / Ask (natural-language query) / My Units / Exports views used daily by the DXT power desk.

Live platform for U.S. wholesale power analysis across the five FERC-regulated RTOs (PJM, ERCOT, NYISO, MISO, ISO-NE). Historical daily and hourly LMPs with energy/congestion/marginal-loss components, forward-contract settlements with strip aggregation (Summer, Winter, Spring, Q1–Q4), and an integrated Price ⇄ Heat-Rate toggle bridging power and gas markets via commercial gas indices.

End-to-end demand forecasting pipeline covering the U.S. LNG export terminal fleet — the full production terminal set across the Gulf Coast and East Coast. Three-model validation framework achieving sub-3% MAPE on out-of-sample validation.

Daily 30-day demand forecasts for the U.S. Lower 48, disaggregated into 12 geographic regions × 4 end-use sectors (specialized machine-learning models per region-sector combination). XGBoost for weather-sensitive sectors, Ridge regression for slower-moving ones. Driven by federal weather and macroeconomic data; trained on EIA state-level consumption. Walk-forward cross-validation with per-fold accuracy metrics and physical-bounds sanity checks.

OLS / Ridge scaling framework that combines licensed daily pipeline-nominations data with EIA monthly production statistics, validated by R² and MAE. Produces a current-month U.S. natural-gas production estimate that operates within the EIA reporting-lag interval.

Daily codebase modeling Permian basin production, integrating egress capacity across the major egress pipelines to construct a supply-demand balance and predict Waha basis pricing for the trading desk.

Real-time alerting service that polls electronic bulletin boards across 30+ U.S. interstate natural-gas pipelines every five minutes, deduplicates events against persistent state, and pushes Force Majeure and maintenance notices to the DXT trading team via Microsoft Teams webhook. Cuts trading-team response time from hours to minutes.

Phase-1 quantitative screen of PJM bidding nodes in the PEPCO utility zone for downstream Financial Transmission Rights bidding analysis. Millions of hourly observations across dozens of nodes plus the zone aggregate, drawn from 8+ years of PJM day-ahead settlement data. Deliverables: print-ready PDF stakeholder report, per-node per-component CSV table, and a full-panel parquet dataset for reproducibility.

Comprehensive bond portfolio management system combining quantitative finance with data engineering. Implements duration matching, convexity adjustments, and immunization strategies using real-time data pipelines, automated risk calculations, and scalable portfolio optimization algorithms for fixed income portfolios.

Comprehensive implementation of the Vasicek interest rate model featuring three pricing approaches: analytical solutions, Monte Carlo simulations, and PDE finite difference methods for zero-coupon bonds.

Strategic asset allocation framework using modern portfolio theory, risk parity, and advanced optimization techniques with Riskfolio-Lib for multi-asset portfolio construction.

High-performance stock brokerage system architecture featuring order matching engine, portfolio management, and real-time market data processing.

Comprehensive options pricing library implementing Black-Scholes, binomial trees, and Monte Carlo methods for European and American options valuation with Greeks calculation.

High-frequency momentum trading strategy combining data engineering and quantitative finance. Built robust data pipelines processing 2 years of SPY tick data from Polygon API, implemented real-time signal generation, and achieved 79% total return with comprehensive performance analytics and automated backtesting frameworks.

Statistical arbitrage strategy using cointegration analysis and mean reversion. Employed Euclidean distance method for pair selection with z-score based entry/exit signals.

Advanced machine learning approach to options pricing combining deep learning with financial engineering. Implemented neural networks, random forests, and ensemble methods with automated feature engineering, model validation pipelines, and real-time pricing systems that outperformed traditional Black-Scholes pricing in complex market conditions.