Checkmate!

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Hi, I'm Bhavya.

I work on the part where messy, noisy data has to become something you can actually trust. Right now that means systematic trading research at WorldQuant, and building with machine learning, LLMs and agents the rest of the time. By night I'm reading, watching horror films I'll regret at 2am, or losing at chess.

TITLE DEED
BHAVYA SHARMA
Part timeResearch consultant
Full timeOverthinker
StudiedPhysics, Data Science
BuildsAI agents, trading signals
Open toDS, ML research, quant
Off dutyHorror films, chess

Trades considered for interesting problems. Never mortgaging this one.

/ TMI is a social construct. Here's my life story.

  1. 01The original plan

    I started in physics wanting to work in astrophysics.

  2. 02Plot twist

    Partway through that degree, a Google Data Analytics course pulled me into data, and I began a second degree in data science at IIT Madras while finishing the first.

  3. 03Finding the signal

    My first machine learning work stayed close to the sky: segmenting rocks in lunar imagery with a U-Net, then classifying 22 kinds of noise in LIGO's gravitational-wave detectors. Both were the same problem underneath, separating a real signal from everything that only looks like one.

  4. 04Following the signal

    That problem took me to markets. At WorldQuant I research and backtest systematic equity signals across US, Chinese and Indian markets, where anything that only works in a backtest gets found out quickly. Alongside it I build with LLMs: agents with long-term memory, retrieval systems, and RL environments that teach models to repair code.

  5. 05Now: back to where it started

    Research is bringing me back to physics. I work on physics-informed neural networks, particularly why they break down on stiff, multi-scale and transport-dominated problems, and what makes them train reliably.

  6. ∞The thing that never changed

    What carries across all of it is evaluation. Whether it's a trading signal or a pile of messy, real-world data, the work is the same: clean it, test whether the pattern is really there against strong baselines and out-of-sample checks, and turn the answer into something a non-technical person can act on. Results that hold up, not ones that only look good.

Roles I'm drawn to: ML research, quant research, data science and analytics.

What I work with mostPython, SQL, PyTorch, LLMs and agents, statistics, time series, NLP

/ things I've built

My ten most recent projects, from multi-agent systems to a real business's data. Each opens into the full case study, and there's more on my GitHub.

/ education

Two bachelor's degrees, run side by side. Pick a bar for the details.

Beyond the degrees

  • Google Data Analytics Professional CertificateTaken before I started the data science degree. It's what pulled me into the field in the first place.
  • Cloud Computing and Data Mining, IIT Kharagpur (NPTEL)Two courses taken outside my degree; the credits transferred into my IIT Madras degree.
  • AWS Cloud Practitioner coursework, HoneywellCloud fundamentals, completed with an A+, the highest grade.
  • Advanced Diploma in Cyber LawsA field completely different from my two degrees, but a close neighbour of data science: the law of data privacy, data protection and cyber security, studied across three levels.

Outside the classroom

Member of the Women in Tech, Coders' High and Ramanujan Research societies at IIT Madras.

/ skills

The ones on my CV, and the ones that aren't. Both are honest.

    / experience

    Research Consultant @ WorldQuant

    August 2024 to present
    • I design trading signals, rules that predict which stocks will do better than others, for the US, Chinese and Indian markets.
    • I write them in Python, drawing on everything from company fundamentals and credit risk to news sentiment and machine-learning forecasts, with checks built in to catch look-ahead bias and data too short to trust.
    • Rather than ten versions of the same idea, I combine signals from genuinely unrelated data, like credit risk with news sentiment, and strip out broad market risk so what's left is specific to each stock.
    • My best signals have reached a backtested Sharpe ratio of 3.05. These are research results, not live trading or personal investment performance.

    So what's a Sharpe ratio?

    A measure of return relative to volatility: higher generally means more return for each unit of risk.

    An illustration only: eight random years generated with an assumed 10% annual volatility and normally distributed daily returns. It shows how different Sharpe values tend to look, and says nothing about any real strategy.

    / recognition

    First, a quick estimation puzzle

    Math puzzles are my favourite way to take a break, so here's one for you. I ranked #319 in WorldQuant's global Alpha Challenge. How many people do you think took part?

    10,000 people

      / research

      I'm currently working on a research project on physics-informed machine learning for sensor data, under the guidance of Dr. Bharavi Mishra. Alongside it, these are the questions in the field that have my attention.

      Why physics-informed networks fail, and what fixes them

      A physics-informed neural network (PINN) combines observations with governing physical laws, typically through a loss that includes data or boundary conditions alongside the residual of a governing PDE evaluated at collocation points. The premise is intuitive: let the underlying physics constrain what the model can learn when data is thin. Whether that actually translates to more reliable generalization in practice is a much more nuanced question.

      The slider captures the central tension. Dial the physics weight down, and the model can fit the observations while paying less attention to the governing equation. Dial it up too high, and the PDE residual can dominate the optimization at the expense of the observations.

      Illustration, not measured results. Dots indicate observations; the shaded band contains none.

      Three things make PINNs particularly interesting to me:

      1. Loss balancing: The data and physics terms can have very different scales and gradient behaviour, making fixed weights difficult to choose. This is why adaptive schemes that rebalance the terms using gradient statistics or neural tangent kernel (NTK) based approaches remain an active area of research.
      2. Spectral bias: Neural networks tend to learn low-frequency structure before higher-frequency detail. That can make sharp fronts and multi-scale behaviour difficult to capture. Fourier features and domain decomposition are among the approaches researchers use to address these difficulties.
      3. Collocation points: Where the model is asked to satisfy the physics matters. Uniform sampling can spend computation in regions that are already easy to approximate, while residual-based adaptive sampling puts more points where the PDE residual is large or the solution is difficult to capture. How to allocate those points efficiently is an important part of making PINNs work well when data is scarce.

      What I'm following

      • AI safetyEvaluation, interpretability, and control: how we tell whether a capable system is doing what we intended, and what to do when it isn't.
      • Rules-aware MLPINNs and neural operators: models that incorporate physical constraints rather than learning entirely from statistical patterns in the data.
      • AgentsArchitectures that give language models persistent memory, tool use, and ways to verify their own answers.
      • Training environmentsRL setups designed to teach models concrete, verifiable skills, like repairing broken SQL, with automated scoring.
      • Quant researchSignal decay, market impact, execution drag, and the gap between a backtest and live execution.

      / side quests

      How I spend my evenings and weekends.

      • Hackathons and competitions

        Meta × Scaler, a Google × Kaggle AI agents intensive, and a run of IIT Madras competitions in speech, NLP and generative AI. I've only done a handful so far, and every one sent me home with something worth keeping: most of the projects above started at one.

      • Kaggle

        My machine learning practice ground since last year. Testing ideas against a real leaderboard, and reading how other people solved the same problem, has taught me more than most courses.

        My Kaggle profile ↗

      • Open source and citizen science

        Just getting started, and already hooked. I contribute to open-source projects and to citizen science projects on Zooniverse and NASA, where volunteers work on real research.

      • Off the clock

        When the side quests run out, I read: fiction of almost any kind, from literary and contemporary to thrillers and horror. Non-fiction only makes the cut if it's about science. And when I start missing sunlight, I leave the house, travel a little and touch some grass.

      / say hi

      If something here made you curious, or you just want to swap notes on a research idea or a messy dataset, my inbox is always open.

      Or we can skip straight to the important stuff: book recommendations and chess challenges.