Jul 2022 – Dec 2022 · 5 mos · Gurugram, Haryana, India · On-site

May 2021 – Jul 2021 · 2 mos · Mumbai, Maharashtra, India

• Implemented a strategy for trading in VIX Futures by maximizing the expected utility for a day-ahead horizon
• Applied Vector Autoregressive Model(VAR) to simulate artificial data using historical VIX futures data
• Implemented a five-layered deep feed-forward neural network on the samples from the Vector Autoregressive model
• to calculate the expected utility function for each given action in the action space
• Conducted cross-validation studies using the k-fold procedure to evaluate the out-of-sample performance of the model
• Successfully obtained a portfolio with over 30% annualized returns and a Sharpe ratio of 1.2

Apr 2019 – Apr 2020 · 1 yr · Greater Lucknow Area

• I aim to try and solve problems faced by academically weaker students to help them cope with the academic system of the institute.
• Remedial classes are conducted, and one to one mentoring is offered for these students.
• Structure of classes is designed such that fundamental of the course contents can be easily understood.

Apr 2019 – Apr 2020 · 1 yr · Greater Lucknow Area

• The E-Cell of IIT Kanpur is primarily responsible for guiding and assisting the students here in exploring the start-up world, connect with alumni, build a professional network and help develop an entrepreneurial mindset in the campus.
• It provides a platform to the students that helps them understand the nuances, subtleties and the intricacies of what it means to be an entrepreneur in this world.

Apr 2019 – Apr 2020 · 1 yr · Greater Lucknow Area