Gaurav P

Associate Consultant

Chennai, Tamil Nadu, India0 mo experience

Key Highlights

Strong foundation in Algorithmic Trading and Quantitative Finance.
Hands-on experience with high-frequency trading strategies.
Proficient in Machine Learning and Data Analysis.

Stackforce AI infers this person is a Fintech-focused Quantitative Analyst with strong technical skills in data-driven trading strategies.

Contact

Skills

Core Skills

Quantitative FinanceAlgorithmic Trading

Other Skills

Order-BookCorrelationTrading StrategiesBack-testingMachine LearningDeep LearningOptimizationObject-Oriented Programming (OOP)Computer VisionImage ProcessingData StructuresAlgorithmsData VisualizationData ScienceData Analysis

About

Hi I am Gaurav.P fourth year CSE graduate at IIT Bombay. I am interested in Algorithmic Trading,Quantitative Finance and Technology. I did my internship at Quadeye Securities as a Quant Researcher working on Order Book High Frequency Strategies. I am generally interested in Math and Computer Science,specifically in Probability,Machine Learning and Algorithms.

Experience

Quadeye

Quant Intern

May 2022 – Jul 2022 · 2 mos · India

1.Developed predictors using Order-Book to maximise correlation between alpha signal and returns after 60sec
2.Worked on Multi Instrument market and and improved combined correlation 4-5 times compared to base correlation with a novel Momentum Based Indicator
3.Implemented Trading Strategies based on the created OB-Alpha and back-tested them on multiple markets which generated average profit 2e-4 per traded volume

Order-BookCorrelationTrading StrategiesBack-testingQuantitative FinanceAlgorithmic Trading