I graduated from IIT Delhi in 2008. I am a walking quant and expert in R. I carry 8 years of rich experience in analyzing financial time series - derivatives pricing, volatility models (GARCH, Stochastic Volatility, Black Scholes etc), dimension reduction and exploiting trend (Principal Component Analysis, Generalized Linear Modeling, MCMC methods, Kalman Filter, Bayesian Inference etc.), Classification - KMeans, ROC, Binary etc. You can approach me for any work related to C/C++, Python, Excel, VBA, SQL, MATLAB, R. Completed Executive Program in Algorithmic Trading (E-PAT) from Quantinsti, Mumbai I have build a medium frequency trading system exploiting time series concept (Sharpe of 3.44) exploiting power in R(forecast, bayesDccGarch, Kalman). I also used monetDBLite interface with R for easy data migration and manipulation. In my prior job work experience, i have developed various statistical arbitrage systems (index arbitrage, volatility arbitrage, cash future arbitrage, cross asset arbitrage etc.). I also developed and traded a scalper(HFT) system in NSE stock futures for about 2 years at the start of my career. Besides that i am a man of my words. I abide my rules.