Dec 2015 – Jul 2019 · 3 yrs 7 mos

• Cryptocurrency trading (leading the Research team)
• Did research to understand the global cryptocurrency landscape.
• Worked on building an end to end trading framework to trade strategies such as market making, alpha strategies and arbitrage(across 40 exchanges).
• The price prediction models for the market making and alpha strategies, for each of the cryptocurrencies, were selected from a basket of ML & deep learning techniques.
• Equities trading
• Researched the use of various machine learning techniques to combine trading signals in US and Indian Equity markets.
• Performed a series of studies on US Equity markets microstructure that provided valuable insights which were used for improving the algos.
• Algo signature detection: Identified the presence of algos in the US equity markets using signal processing and statistical techniques on the trades and quotes data.

Dec 2012 – Nov 2015 · 2 yrs 11 mos

• Was responsible for the performance of a market making algorithm in US Equities. Did daily portfolio generation, Eod analysis and report generation.
• Added/re-engineered multiple trading signals based on research papers into the main algorithm and designed experiments to validate their performance in production.
• Performed research studies on feasibility of various trading strategies for US Equities and also did ad-hoc analyses for brokers on request.

Jun 2012 – Nov 2012 · 5 mos

• Conceptualized and ensured delivery of a transaction cost analysis tool for NYSE floor brokers to help them analyse performance of their orders.

Feb 2010 – Apr 2011 · 1 yr 2 mos

• Traded Eurodollar Interest Rate Futures and US Govt Treasuries Futures on the Chicago Mercantile Exchange.

May 2007 – Oct 2009 · 2 yrs 5 mos

• Organized and delivered promotional seminars in various cities an online educational portal.