power to change the game

Work Experience:
Consultant as Quantitative Trader: (1 February 2012 - Till Date)

• Experience of starting propritery algorithmic trading business for couple of clients in Indian market
• Developing Artificial Intelligence, in particular, Neural network and Genetic algorithm based high frequency long/short directional trading strategy for Index futures
• Developed Indicators based trading strategies for Index futures, FX on Trade station which are running live for trading and produced handsome return
• Trading strategies based on Hilbert transformation, Piecewise linear representation are running live in India Equity market and generated decent alpha with limited risk
• Generated handsome returns in last 2 years on portfolio which included various instruments

Opera Solutions Management Consulting Services Private Limited on behalf of Hong-Kong Based Hedge fund, Noida, India, Senior Quantitative Analyst, Quantitative Trading Team (3 May 2010 - 31 January 2012)
Job Profile:
• Designed, Developed and Back tested pairs trading strategies in R for Hong Kong market
• Implemented pairs trading strategies with co-integration and correlation based methods
• Daily frequency data analysis
• Strategies tested on pairs of stocks such that stocks spread is uncorrelated with benchmark
• Constructed portfolio based pairs such that portfolio’s spread is uncorrelated with the benchmark
• Implemented different trading signal generation rules based on Bollinger bands, constant mean and spread dispersion
• Implemented Walk forward testing procedure such that it optimize the parameters for in-sample data and use these optimized parameters on out-sample datasets
• Hands on experience in creating the library of technical indicators and implementing the test cases for these Indicators such that before running the actual algorithm, test cases would check whether the code Pass/Fail through the test

Work Terms

Monthly / Quaterly contracts