Python · Time-series ML
Prediction Market Weather Trading Engine
Built Kalshi order-book infrastructure, weather-label pipelines, and market-making strategies that compare forecast-implied outcomes with market prices.
NYU Stern · Finance · Data science
I'm Vihaan Narvekar, a student and researcher focused on markets and machine learning.
At NYU, I study Finance and Data Science at Stern alongside Computer Science. I currently work with Stern's Department of Finance, building and evaluating language-model pipelines for FOMC research. My broader work spans investment banking, private-market research, econometric forecasting, and prediction-market infrastructure.
Researching at NYU SternNow
Assistant Researcher at NYU Stern, developing NLP and LLM workflows for FOMC statement classification.Selected work
Research and applied technical work
Python · Econometrics
Macroeconomic ETF Return Forecasting
Developed walk-forward models for SPY, QQQ, and IWM, translating out-of-sample forecasts into a strategy with a 1.44 Sharpe ratio and 72% hit rate.
LLMs · NLP research
FOMC Classification Research
Engineered an LLM-based pipeline to classify roughly 1,000 FOMC statements and evaluate Phillips and IS curve arguments through repeatable workflows.
Experience
Where I've worked
NYU Stern Department of Finance
Assistant Researcher · NLP and FOMC Classification
Integrus Partners
Investment Banking Intern · Healthcare
Hevesta Capital
Investments Intern · Energy O&M
NYU Center for Sustainable Business
Social Impact Fellow · AI Optimization