Manav Shah

CEO

New York, New York, United States0 mo experience

Key Highlights

Designed innovative algorithmic trading strategies.
Achieved significant alpha in trading performance.
Strong foundation in quantitative research and analysis.

Stackforce AI infers this person is a Fintech Quantitative Analyst with expertise in algorithmic trading and quantitative research.

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Skills

Core Skills

Quantitative TradingAlgorithmic TradingQuantitative ResearchQuantitative Analysis

Other Skills

ARIMA-GARCHAlgorithmsApriori algorithmAssociation Rule MiningC (Programming Language)COVID-19 trend projectionCascading Style Sheets (CSS)Computer VisionCryptocurrency TradingData AnalysisData ScienceData StructuresDeep LearningDjangoEconometric Modeling

Experience

0 mo

Total Experience

Average Tenure

Current Experience

Ace trading llc

2 roles

Quantitative Trader

Jun 2024 – Present · 2 yrs

Designed and deployed OTC algorithmic execution strategies benchmarked against VWAP to minimize short-term market impact and slippage, enabling risk-averse trade execution across varying liquidity conditions.
Spearheading alpha research and development of mid-to-high frequency Market-Making and Proprietary Trading strategies.
Building and optimizing proprietary signals using high-frequency L2 market data, leveraging Python, Pandas, and NumPy for feature engineering and rapid iteration.

OTC algorithmic execution strategiesVWAPrisk-averse trade executionhigh-frequency L2 market dataPythonPandas+3

Quantitative Trading Intern

Jan 2024 – May 2024 · 4 mos

Deepalpha inc.

Quantitative Research Intern

Jun 2023 – Aug 2023 · 2 mos

Constructed trend-following trading signals from Markov generators of unobservable market regimes.
Researched methods to solve partial differential equations for aforementioned Markov chain & establish buy-and-sell regions and implemented algorithms to estimate parameters for mean returns & switching intensity in bull & bear regimes.
Backtested trading strategy against multiple ETF & Crypto asset benchmarks leading to an average Jensen’s alpha of 7.758%.

Markov generatorspartial differential equationsbacktestingQuantitative Research

New york university

Graduate Teaching Assistant

Oct 2022 – Mar 2024 · 1 yr 5 mos

TA for Intro to Quant Trading, Computational Finance Lab, Asset Allocation, Alternative Investments & Bloomberg Lab

Falconx

Quantitative Analyst Intern, Trading Team

Jul 2021 – Nov 2021 · 4 mos

Collaborated with Quant Trading team for developing High Frequency Trading and Market Making strategies for various Cryptocurrency tokens across multiple exchanges.
Implemented dynamic price-skewing HFT strategy to adapt to asymmetric buy-sell pressure by predicting expected order arrival rates and volatility using ARIMA-GARCH.

High Frequency TradingMarket MakingARIMA-GARCHQuantitative Analysis

Antique stock broking limited

Intern, Derivatives & Quant Research

Feb 2021 – May 2021 · 3 mos

Enhanced model portfolios using Association Rule Mining (Apriori algorithm) to mine frequent patterns in financial reporting metrics including Revenue growth, ROE, ROCE, EV/EBITDA & PE ratios on quarterly data of NSE-listed companies.
Projected COVID-19 Wave 2 trends for peak daily cases across countries and infer probable impact on financial markets based on GDP, mobility, and other parameters.

Association Rule MiningApriori algorithmCOVID-19 trend projectionQuantitative Research