May 2022 – Jul 2022 · 2 mos

• Received a Pre-placement offer ( PPO) & Letter of Recommendation from Senior Quantitative Researcher for exemplary performance during Internship
• Worked in a market-making team to research on quant strategies in BTC-USDT for medium and high-frequency Trading
• Approach
• ⋄ Generated alpha from trading strategies built on Parabolic SAR, DMI & Schaff Trend Cycle with talib library
• ⋄ Transformed tick-by-tick trades data to 1 second OHLC data, & formulated indicator based on net volume
• Impact
• ⋄ Achieved a Sharpe ratio of 2.07 with annual return of 113.5% with drawdown of 24% in historical data
• ⋄ Backtested strategy on high frequency having average daily return of 3.66% including transaction charges

Apr 2022 – May 2022 · 1 mo

• Examined ‘A generic approach to three asset trading: applied to three global markets’ under Guidance of Prof. Gautam Mitra
• Approach
• ⋄ Assessed Nifty 50 index, Gold Futures and Cash assets; Created and backtested asset triplet for last 5 years
• ⋄ Experimented with the leverage, bounding limits on assets and implemented the strategy over rolling period
• Impact
• ⋄ Co-Authored first draft of the research project and investigated the performance of 5 different sets of assets
• ⋄ Achieved final wealth of 13.57 times with the Sharpe ratio of 1.23; with 500% increment on the benchmark

Mar 2022 – Mar 2022 · 0 mo

• Represented IIT Bombay in annual technical competition witnessing footfall of 23 IITs and involving 13k+ students and Overall Fifth Position
• Approach
• ⋄ Constructed trading strategies on ETH-USDT, ADA-USDT, and XRP-USDT on the Mudrex visual builder
• ⋄ Created trading bots on derivative of Awesome Oscillator, DMI, Weighted moving average, Aroon Indicator
• Impact
• ⋄ Secured the Mudrex performance score of 9 with profit factor of 10+ and 71% of trade won in ADA-USDT
• ⋄ Backtested on ETH; Annual return of 2100%; Sharpe of 3.45, drawdown of 21%, and 59% of trade won

Jun 2020 – Apr 2021 · 10 mos

• Responsible for ensuring the consistency of hostel website content and spreading hostel culture among 500+ students
• Revamped front-end user interface of responsive website and developed the mess rebate portal; hosted it on the server

May 2020 – May 2021 · 1 yr

• Team of 12 membered representing aeromodelling community of 8000+ enthusiasts, with online engagement of 14000+
• Awarded Best mentor in RC Plane Competition for guiding 7 out of 40 teams; organized the event for 200+ enthusiast
• Maintained the Club inventory of 0.2M INR; facilitating in organization of Drone Hackathon, Glider & Rocket workshop

Feb 2020 – Dec 2020 · 10 mos

• worked at Electrical Subsystem