Oct 2022 – Jan 2023 · 3 mos · New York, United States

• Alpha research on CME Futures.

Dec 2021 – Dec 2022 · 1 yr

Jul 2018 – Dec 2021 · 3 yrs 5 mos

• NSE Index Options, Futures & Equities

Oct 2017 – Jun 2018 · 8 mos · India

• Developed quantitative trading strategies for US Equity top 3000 universe using Websim simulation
• platform
• Discovered over 50 alphas and finished in the top 3 in the Summer Alphathon 2017 - securing the gold
• level

May 2017 – Jul 2017 · 2 mos · Mumbai Metropolitan Region

• Devised trading strategies having sharpe ratios ranging from 1.5-2 on Nifty50 stocks backtested on last 5 years
• Applied various statistical, Machine Learning techniques for forecasting future stock returns and extracting trade signals for individual stocks
• Implemented portfolio optimisation techniques like Gaussian transformed momentum, Markowitz model etc.
• Awarded a Pre-Placement Offer at the end of internship for exemplary performance

May 2016 – Jul 2016 · 2 mos · Gurugram, Haryana, India

• Calculated macro-level digital marketing attribution values for different webpages using metrics like adFactors
• Constructed Markov Graphs of webpages with transition probabilities derived from clickstream data of digital sales
• Applied Markov Decision Process to optimize the advertising policy subject to user-distribution and budget constraint
• Developed a dynamic online dashboard tool using R to find real-time attribution values and advertising strategies