Vol. I · No. 1 Late Edition Price: Free

Saumik Dana

Saumik Dana
The author, pictured

ML & LLM Systems · Production Infrastructure

US Permanent Resident

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About — The Lead Story

From idea to production system

In which a notebook grows up, gets a job, and is held responsible for its decisions.

I build and operate ML- and LLM-driven systems across research, deployment, and infrastructure. My work spans quantitative trading, distributed fine-tuning, model evaluation, retrieval, scientific computing, and the production systems that keep those models useful.

The common thread is ownership of the full path: formulate the problem, test the signal, build the training and serving workflow, deploy the model, and measure whether it deserves to stay live. I hold a PhD in Engineering Mechanics from the University of Texas at Austin and am a US permanent resident.

Technical Skills — Classifieds

The stack behind the systems

Tools, listed by trade. No brokers, no finder’s fees.

ML & Optimization

Model development, fine-tuning, and optimization across classical ML, time-series foundation models, probabilistic models, and evolutionary search.

PyTorch scikit-learn Hugging Face Transformers PEFT TRL DPO QLoRA TabPFN Chronos HMMs NSGA-II

Cloud & MLOps

Serverless production systems, containerized model serving, automated deployment, reproducible GPU workflows, and distributed training.

PyTorch DDP NCCL Lambda API Gateway DynamoDB S3 ECR EventBridge CloudFormation Docker GitHub Actions Modal Kubernetes kind Indexed Jobs Terraform

Programming

Python-first engineering for scientific computing, data wrangling, and feed ingestion for research tooling.

Python pandas Polars NumPy SciPy RSS/XML

APIs, Trading Systems & Dashboards

Production REST and streaming integrations for market data, multi-leg execution, persistent strategy state, operational risk controls, and interactive analytics.

FastAPI React Next.js Vite REST Alpaca OANDA TradeStation yfinance

LLM & RAG

High-throughput LLM pipelines, parallel generation and evaluation, prompt optimization for trading inference, vector retrieval, and multimodal document intelligence.

vLLM gpt-oss-120b gpt-oss-20b Groq LangChain Fireworks AI DSPy GEPA Qdrant BM25 Multimodal RAG
Experience — From Our Correspondents

Building systems that leave the notebook

Four postings, filed in reverse chronological order, as is the custom.

Quantitative Researcher

Feb 2024 – Dec 2025
Zebra Capital Management LLC · Stamford, CT
Production portfolio & interday options

I built and operated a portfolio of independently deployed production systems, standardizing observability while delivering coordinated improvements to reliability, performance, and resource efficiency. For multi-asset, multi-strategy interday equity options, I built a Kubernetes backtesting framework with indexed job scheduling and an autonomous gpt-oss-120b-backed signal-mining agent that identified strategies with Sharpe above 1.5.

I also fine-tuned Amazon Chronos-T5 with LoRA on labels derived from the backtesting engine, then used the resulting embeddings to train per-asset TabPFN classifiers for inference.

Intraday options

I consolidated multiple TradeStation market-data collectors into a reusable Terraform module and calibrated a jump-, rate-, and dividend-aware stochastic-volatility model to live option-chain snapshots. I implemented Bayesian anomaly detection over model-backed forecasts and fed narratives of traded-expiry implied-volatility smile repricing to gpt-oss-120b for trade decisions.

The deployed systems achieved 5–10% weekly returns on capital at risk. An automated daily evaluation harness measured reliability, rule compliance, consistency, and robustness.

Intraday FX

I deployed a QLoRA-tuned Llama-3.1-8B and DSPy prompt-optimizer-backed FX trading system. Its news-relevance pipeline combined BM25, Qwen3 Embedding, reciprocal rank fusion, and Qwen3 Reranker; gpt-oss-20b compressed news and price action into the inference context. Evaluation-gated GEPA prompt optimization used gpt-oss-120b as the reflection model.

I fine-tuned a frozen NF4 Llama-3.1-8B base with rank-16 LoRA using single-node multi-GPU DDP, then evaluated held-out reward, accuracy, and precision for base and adapted policies using vLLM continuous batching. An OpenAI-compatible vLLM endpoint provided versioned adapter promotion and storage-backed rollback.

Portfolio modeling & multimodal RAG

I built a daily rebalanced, regime-aware equity portfolio using a Hidden Markov Model for regime detection, ElasticNet forecasts, and NSGA-II optimization, achieving 5% annualized alpha in a multi-year backtest. I also shipped a multimodal RAG PDF assistant backed by Qwen3-VL, a two-pass workflow, and Qdrant.

Computational Engineer

Aug 2023 – Nov 2023
VISIE Inc. · Austin, TX

At VISIE, I joined during the early integration of a surgical-navigation platform combining imaging and robotic actuation. I implemented TCP/UDP communication protocols for robotic-arm motion control, contributed to product packaging with Python Poetry and deployment through Azure Artifacts, and supported product demonstrations leading up to a successful $8.2M Series A.

Computational Lead

Aug 2022 – Mar 2023
Sophelio · Austin, TX

At Sophelio, I adapted physics-informed modeling originally developed for fusion-experiment data to financial time series. I used sparse regression with differential operators for factor modeling and signal generation, then paired the system with a CAGR-maximizing Bayesian TPE optimizer for swing trading.

Postdoc

Jan 2019 – Jul 2022
Los Alamos National Lab & University of Southern California

My postdoctoral work focused on computational models for subsurface systems. I built a graph-based reduced-order model of flow and transport for field-scale production forecasting and developed a computational framework for rapid estimation of fault stability in geologic CO2 storage.

Education — On the Record

Foundations

Three degrees, two continents, one recurring interest in how things move.

PhD, Engineering Mechanics
University of Texas at Austin
Austin, TX.
MEng, Mechanical Engineering
Indian Institute of Science
Bangalore, India.
BEng, Mechanical Engineering
University of Mumbai
Mumbai, India.
Life — The Picture Page

Beyond the code

Fieldwork of a different kind, conducted entirely off the clock.

A twelve-photograph collage of beers at bars, taverns and patios, three across and four down
Plate I. Ongoing research into fermentation, conducted by hand. Twelve exhibits.
A twelve-photograph collage of road trips, bridges, skylines and highway signs
Plate II. The road, taken. Repeatedly, and at length. Twelve exhibits.
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