Jun 2021 – Oct 2023 · 2 yrs 4 mos · Gurugram, Haryana, India

• Quantitative Strategist for High Frequency Trading:
• Part of the High-Frequency Equities team, responsible for developing and maintaining profitable trading strategies in global equity markets, through active research and testing. Developing low-latency C++ codes for trading strategies, and using statistical and mathematical tools for analysis and evaluation.

May 2020 – Jun 2020 · 1 mo · Gurgaon, Haryana

• Implemented Order Imbalance Strategy in C++, and tracked various market activities and Limit Order Books, to extract useful information. Used an event-driven architecture to aggregate imbalances and trade-deviations over time.
• Performed in-depth regression and statistical analysis, and tweaked parameters to make the strategy profitable.

Nov 2019 – Dec 2019 · 1 mo · Canberra, Australia

• Made a Python tool to score a document based on given templates, for classification into various document categories.
• Made in-depth use of NLP tools, and Machine Learning to identify different modules.
• Made a parsing system for CSV-type formats.

May 2019 – Jul 2019 · 2 mos · New Delhi Area, India

• Machine Learning for Finance
• Studied Stock-Return dependence on Sector, World finance, and Fundamental data, with different lag periods
• Designed and implemented a Probabilistic Model using mean-reversion calculations to help make investment decisions
• Applied LSTM, Gradient Boosting and Time-Series analysis methods for Stock-return prediction.
• Scraped News articles from the web and applied Text-processing, Sentiment-Analysis, RNN, Scoring with bagging.
• Extracted market-sentiment separately for different countries, sectors, time-periods, and companies.