DSK // QUANT-OS 1.0

profile.exe // Darshan Sathish Kumar

◆National Merit Scholar

◆WKL World Karate Champion 2024

◆SSRN 4,177 Views

◆SAT 1580 // Math 800

◆1st Place State Latin Oratory

◆UT Health Intern

◆National Merit Scholar

◆WKL World Karate Champion 2024

◆SSRN 4,177 Views

◆SAT 1580 // Math 800

◆1st Place State Latin Oratory

◆UT Health Intern

Identity dsk@quantos

Darshan

Kumar

Sathish Kumar — Quant Researcher & Data Scientist

High school senior building at the intersection of quantitative finance and healthcare analytics. Published SSRN research with 4,177+ views. UT Health intern. Everything self-taught — no CS or finance courses until senior year.

Python · R SSRN Published San Antonio TX Class of 2026

research.exe // S&P 500 Momentum 2006–2024

SSRN Preprint Sep 2025 // 4,177 views // 174 downloads

Momentum in Large-Cap Equities: Does the Classic 12–1 Strategy Still Work? A Survivorship-Bias-Free Examination of the S&P 500, 2006–2024

Published Sep 2025 Sample Mar 2006–Dec 2024 N 226 months JEL G11 · G12 · C58

Net Return

−2.79%

Long Leg

+7.9%

Sharpe

−0.23

Max DD

−81%

R² + UMD

0.82

Cumulative Wealth Index (Simulated) ● LIVE

Key Findings

Signal is valid: Long leg earns +7.9% — momentum ranks stocks correctly cross-sectionally.

Short leg toxic: Past losers go up in absolute terms; Apr 2009 (−31%) and Nov 2020 (−19%) erase 50%+ of total drawdown.

Costs secondary: 53.6% avg monthly turnover at 10 bps ≈ 65 bps/yr. Not the culprit.

Pure UMD: R² jumps 0.15→0.82 with UMD. Alpha −4.03% significant at 1% (t=−3.23).

↗ SSRN Paper ⌥ GitHub Code

projects.exe // Quant & Healthcare

Active Projects 3 active

#	Project	Stack	Status
01	Automated Backtesting Pipeline Multi-strategy quant framework w/ Alpaca API	Python · Alpaca	● Active
02	ER Flow Dashboard Patient-flow bottleneck detection system	pandas · matplotlib	● Active
03	Momentum Replication S&P 500 12–1 strategy · SSRN published	statsmodels · FF5	● Published

Automated Backtesting & Risk Analytics

Multi-strategy quantitative framework with live data ingestion via Alpaca API and automated nightly backtests via CI/CD (GitHub Actions). Implements Sharpe ratio, max drawdown, and out-of-sample validation. 100+ paper trades logged with fully reproducible records.

↗ github.com/dshan12/quant-research

ER Flow Dashboard

Modeled a real bottleneck witnessed as a hospital volunteer. Event-driven pipeline processing 300+ timestamped patient-flow logs. Rebuilt around boarding-time after direct nurse feedback. Detects bottlenecks ~3 min earlier than manual observation on synthetic datasets.

↗ github.com/dshan12/ER-Dashboard

experience.exe // Work & Research

Work History

UT Health San Antonio

Jun 2025 – Present

Research Intern — Liver Disease & Metabolic Syndrome · Dr. Mengwei Zang

Quantitative analysis on 100+ mice models of MASLD; studying effects of Bempedoic Acid and ACLY inhibitor 78C using GraphPad Prism and Excel
Analyzed NMN supplements' impact on liver biomarkers; tracked histological staining (SR) across treatment arms
Presented findings directly to UT Health Dean and faculty

JPMorgan Chase

May 2025

Quantitative Research Simulation — Forage

Estimated probability of default on a loan book using dynamic programming; converted FICO scores into categorical risk buckets
First formal exposure to probability modeling in finance — applied industry risk frameworks in Python

Methodist Hospital

Jan 2025 – Present

Student Volunteer — Clinical Units (200+ hours)

Assisted nurses across 6 clinical units; took vitals and supported care for 60+ patients
Direct observations motivated the ER Flow Dashboard project
Completed BLS (AHA), HIPAA, and OSHA certifications for floor access

Smithsonian Institution

Mar 2022 – Present

Transcription Volunteer — Remote (150+ hours)

Transcribed and digitized historical documents to improve public access to Smithsonian collections

education.exe // Coursework & Scores

Academic Profile

Northside Health Careers High School

San Antonio, TX · Medical Magnet · Aug 2022 – May 2026 · Rank 63/224

GPA / 100

98.28

SAT Total

1580

Math SAT

800

AP Scores

Subject	Score	Subject	Score
Calculus BC	5	Biology	5
Calculus AB	5	CS Principles	5
Statistics	4	Chemistry	4
Physics 1	4	—	—

Self-Directed Coursework

✦

Harvard CS50 — Introduction to Computer Science · Completed

✦

MITx 18.02 — Multivariable Calculus: Vectors & Derivatives · Verified Track · Completed

✦

Wharton / Coursera — Introduction to Corporate Finance · Completed

◎

MIT OCW — Financial Mathematics · In Progress

School had no CS, business, or finance courses until senior year. All advanced quantitative skills built independently. Exhausted all available math by junior year.

skills.exe // Technical Stack

Languages

Python

R

HTML / CSS

Git / GitHub Actions

Libraries & Tools

pandas / NumPy

statsmodels

matplotlib

Alpaca API

GraphPad Prism

Quantitative Methods

Factor Regression (CAPM→FF5+UMD)

Backtesting & Simulation

Time-Series Analysis

Newey-West HAC

Dynamic Programming

Languages (Natural)

English

Tamil

Hindi

awards.exe // Honors & Recognition

Honors & Awards

🏆National Merit Commended Scholar2025

🥋WKL World Champion — Traditional Forms (BB 14–15)2024

🏛️1st Place State — Latin Oratory, Texas JCL2025

📚AP Scholar with Distinction2025

🏛️2nd Place Nationals — Latin Oratory, National JCL2024

🥋Texas State Runner-Up — Traditional Karate (BB)2024

🩺1st Place Area (2×) — CPR/First Aid, HOSA2023–24

🏛️3rd Place Nationals — Greek Derivatives, NatJCL2023

📊SSRN Preprint — 4,177 views · 174 downloads2025

Extracurriculars

Activity	Role	Since
Traditional Karate	Black Belt · World Champion	2012
Junior Classical League	Praetor / Category Leader	2022
HOSA	2× State Qualifier	2022
Peer Tutoring Club	Tutor — Calc & Python	2021

contact.exe // Get In Touch

Contact

Let's build
something remarkable.

Graduating May 2026. Looking for research opportunities, internships, and programs at the intersection of quantitative methods and healthcare.

✉darshansathishkumar@gmail.comEmail ⌥github.com/dshan12GitHub ◈SSRN Author ProfileResearch ◎(726) 242-5912Phone

Quick Facts

Status	Available · Grad May 2026
Location	San Antonio, TX
GPA	98.28 / 100
SAT	1580 (Math 800)
Fun Fact	🥋 World Karate Champion