Kevin Kang — Associate Consultant

Results-driven Derivatives Trader & Research Analyst with 5+ years of experience in designing, developing, and executing robust algorithmic trading systems across diverse market conditions — trending, volatile, and range-bound. Proven expertise in crafting data-driven options strategies and managing multi-crore portfolios with a focus on risk management, correlation control, and consistent returns. Core Competencies: Algorithmic Strategy Development: Skilled in creating and optimizing strategies for Momentum, BTST/STBT, Positional, Intraday, and Mean Reversion setups. Advanced Backtesting & Analysis: Proficient in leveraging Excel (Data Patterns), Stockmock, and Algotest to research, validate, and refine strategies. Portfolio & Fund Management: Successfully managing 8+ figure AUM diversified across BankNifty, FinNifty, and Nifty derivatives (Futures and Options) through low-correlation strategy baskets to ensure steady, risk-adjusted returns. Market Adaptability: Adept at building systematic models tailored to varying market behaviours and volatility regimes. With a passion for quantitative research, structured risk control, and portfolio diversification, I combine technical expertise with practical market experience to deliver consistent performance in dynamic market environments.

Stackforce AI infers this person is a Fintech professional with strong expertise in algorithmic trading and portfolio management.

Experience: 5 yrs