Kushagra Prabhakar — Consultant

Quantitative Strategist/Researcher with 10+ years of experience in Research Developing & trading various Quant strategies with strong background in statistical Modelling, technical/Quant data analysis using python from tick to minutes (time frame) for developing/optimizing the data-driven high frequency to medium frequency strategies for various financial instruments such as equities, derivatives, options market making, commodities, crypto etc. Modelling, Optimizing and trading quantitative models for various Hft strategies such as short term alpha market-making, bid-ask order book imbalance, Impact cost arbitrage, cross-asset latency/statistical arbitrage, pairs trading, Options volatility scalping/price arbitrage etc. implementing machine learning with quantitative analysis to produce robust trading strategies for Hft, Different market Regime, Intraday market trading, portfolio management etc. Providing market-based analyses and advice for proprietary trading, business development, and asset management activities in the rapidly changing trading environment.

Stackforce AI infers this person is a Fintech expert specializing in quantitative trading and high-frequency strategies.

Location: Delhi, India

Experience: 6 yrs 6 mos