Debashis Guha

Co-Founder

Bengaluru, Karnataka, India42 yrs experience

Most Likely To SwitchHighly Stable

Key Highlights

Leading expert in business cycle forecasting.
Developed machine learning trading strategies for hedge funds.
Extensive experience in quantitative finance and risk management.

Stackforce AI infers this person is a Fintech expert with deep expertise in quantitative finance and machine learning.

Contact

drguha@gmail.com LinkedIn

Skills

Core Skills

Machine LearningQuantitative MethodsTradingForecastingRisk ManagementEconometricsResearch

Other Skills

AnalysisBusiness CycleCapital MarketsElectronic TradingEmerging MarketsEquitiesFiltersHedge FundsInvestment StrategiesInvestmentsLeading indicatorsMacro themes for asset marketsMacroeconomic ResearchMacroeconomicsManagement

About

• Researcher in Machine Learning and Data Science • Research and consulting experience in applying statistical, and machine learning methods to study business, financial and economic problems • One of the world’s leading experts in business cycle forecasting using the leading indicator method • Extensive knowledge of quantitative and statistical methods, especially machine learning, time series analysis, queueing theory, and systems and filtering theory Specialties: Machine learning, Dats Science, Statistics, Forecasting, Systematic Investment, Business Cycles, Quantitative Methods

Experience

Sp jain school of global management - dubai, mumbai, singapore & sydney

Professor and Director of Machine Learning

Oct 2017 – Present · 8 yrs 5 mos · Mumbai Area, India

Program Director for Certificate Course in Machine Learning

Indian institute of quantitative finance

Adjunct Professor

Jan 2016 – Jan 2017 · 1 yr · Noida Area, India

Teach postgraduate courses in quantitative finance

Big sky quantitative research

Founder and Managing Partner

Jun 2004 – Present · 21 yrs 9 mos · Bengaluru Area, India

Research and consulting firm focusing on the application of machine learning and other advanced strategies to business, financial and economic problems
Created machine learning based automated trading strategies for listed futures contracts for an Asian hedge fund
Created automated strategies for optimizing trading costs of a Hong Kong hedge fund, using a queueing theory model of the limit order book
Created automated strategies based on machine learning for a US hedge fund
Designed systematic strategy using the size, low volatility and momentum factors to construct emerging market equity portfolio
Designed macro based Value at Risk, a new tool for more accurate risk measurement

Python (Programming Language)TradingTrading SystemsElectronic TradingMachine LearningQuantitative Methods

Global trend capital

Quantitative Strategies Consultant

Jul 2003 – Sep 2004 · 1 yr 2 mos · Santa Monica, CA

Provided quantitative strategy development and risk management ideas to this global macro hedge fund
Helped expand AUM to above 250MM USD

TradingTrading SystemsElectronic TradingQuantitative Methods

Big sky capital llc

Managing Director and Head of Quantitative Research and Risk Management

Sep 2002 – Dec 2005 · 3 yrs 3 mos · Santa Monica, CA

Developed econometric and machine learning models for economic analysis and investment portfolio construction
Also responsible for overall portfolio risk management and quantitative strategy development
Responsible for identifying macro themes and investment ideas
Also assisted in asset raising campaigns and meeting due diligence queries.

TradingTrading SystemsElectronic TradingEconometricsRisk Management

Alphanomics llc

Co-Founder and Director of Research

Jan 2002 – Aug 2002 · 7 mos · Greater New York City Area

Co-founded research and consulting firm
Published monthly analysis of G-3 asset market movements and helped spread the idea that asset markets should be analyzed by studying interacting cycles in economic growth and inflation.
Data analytic consultancy to study customer segments of a retail franchise
Responsible for leading the research team

TradingTrading SystemsElectronic TradingResearch

Foundation for international business and economic research

Director of Research

Jun 2001 – Dec 2001 · 6 mos · Greater New York City Area

Led the economic research team
Produced a daily report on global macro trends and their impact on asset classes

Economic cycle research institute

Director, Special Projects and Senior Research Scholar

Jul 1997 – Apr 2001 · 3 yrs 9 mos · Greater New York City Area

Led projects to develop economic indicators for Spain, Mexico,Indonesia and Jordan, in collaboration with the government or central bank of the respective country
Led projects to develop and deploy statistical methods to aid strategic decision making at Dupont and Caterpillar
• Also responsible for carrying out research in the theory and empirics of business cycles

Administrative staff college of india

Member of Faculty

Jan 1995 – Jan 1996 · 1 yr · Hyderabad Area, India

Started the Area of Strategic Management and taught courses in Corporate and Business Strategy
Consultancy in Corporate Strategy for several large and medium size entetrprises

Esr softwares

Founder and Managing Director

Jan 1994 – Jun 1997 · 3 yrs 5 mos · Kolkata Area, India

Launched firm to create software for stock index and bond futures trading and for econometric research
Developed Excel/Access/VBA database software for leading indicator analysis and research

Center for international business cycle research, columbia university

3 roles

Staff Economist

Jan 1990 – Nov 1993 · 3 yrs 10 mos · Greater New York City Area

Assistant, and later second-in-command, to the business cycle economist Geoffrey H. Moore who pioneered the use of leading indicators to forecast cyclical movements in growth and inflation
Member of team that developed leading indicators to forecast growth and inflation in USA, Canada, UK, Germany, France, Italy, Japan, Australia, New Zealand, Korea, Taiwan,, and South Africa