DEV Community: Ayush Pandey

Building a Dynamic DCA-Leverage Algorithm to Reduce Liquidation Risk

Ayush Pandey — Fri, 31 Jul 2026 19:49:12 +0000

🚀 I'm excited to finally share one of my quantitative finance research projects with my network.

Although this paper was published on SSRN earlier, I never got around to posting it here. I'm happy to finally share it.

"A Dynamic DCA-Leverage Algorithm for Optimized Average Positioning and Reduced Liquidation Risk."

This research presents a quantitative framework that dynamically adjusts Dollar-Cost Averaging (DCA) and leverage to improve average entry prices while reducing liquidation risk in highly volatile markets.

Rather than relying on fixed DCA intervals or static leverage, the proposed framework adapts to changing market conditions through systematic risk management and algorithmic decision-making.

Key areas covered

• Dynamic DCA allocation
• Adaptive leverage management
• Liquidation risk reduction
• Quantitative risk modeling
• Portfolio optimization concepts
• Algorithmic trading methodologies

Working on this research deepened my understanding of quantitative finance, financial mathematics, systematic investing, and algorithmic trading.

This paper was originally published on SSRN on January 12, 2025, and I'm looking forward to hearing thoughts from researchers, developers, traders, and quantitative finance enthusiasts.

📄 Read the paper:
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5662110

Constructive feedback and technical discussions are always welcome.

QuantitativeFinance #AlgorithmicTrading #FinancialEngineering #RiskManagement #PortfolioOptimization #QuantResearch #SystematicTrading #Research #MachineLearning #DataScience #Finance

What is the way to get sucess after becoming a developer but without any graduation.

Ayush Pandey — Sat, 17 Feb 2024 17:49:11 +0000

Hey! I'm 16 year old kid and I have learnt flutter and dart even I have made an application name is FarmYara https://play.google.com/store/apps/details?id=com.global.farmyara but I want to know that how I can get quick success because some peoples are demotivating me that if you will not graduate and just focus on this developing stuffs without any kind of graduation you will not get success. Is it really true or I can success. I know it depends upon me I get success or not but taking suggestion from experience people help alot so tell if you have any thoughts regarding this.

An app made by 16 year old boy - FarmYara

Ayush Pandey — Sat, 17 Feb 2024 05:56:26 +0000

I have coded an application it's name is FarmYara and it is available on play store. This app has alot of features like to calculate the area of land and field through google map, you can sell your tractor, combine, implements, animals and land or plot mearby by you, and you can also buy by contacting to the pesonal who is selling. It have feature to show weather and consist emi calculator. Now it is available only in India but in future within few months I have planned to publish it globally.
Download this - https://play.google.com/store/apps/details?id=com.global.farmyara