1. Strategist, Tower Research Capital , June'2013 - June'2018
DESCRIPTION: I worked as a part of High Frequency Trading team trading in Asian Equities Market. We traded an array of different making and taking strategies in stocks , stock futures and some index futures in markets of India, Taiwan, Korea and Japan.
RESPONSIBILITIES:
● Manage a multi-million-dollar portfolio of stocks and stock futures in Indian Markets
● Set up and maintain Post Trade Analysis system for Asian Equities
KEY HIGHLIGHTS:
● Devised a signal and strategy from scratch for trading future contracts with rule based settlements. The strategy was deployed successfully in Indian Markets. The strategy runs profitably since its inception to date.
● Devised strategy to trade less liquid names coupled with their liquid counterparts as a pair. The strategy runs profitably since its inception. ● Have made different profitable signal changes for Asian Markets.
● Have written tailored strategies for stock and stock futures in Indian Markets.
Relevant Data Science and ML skills
● PCA, clustering, statistical testing
● Linear regressions variants for modelling.
● Proficiency in python data analysis (pandas) and machine learning libraries like scipy, scikit-learn
● Data visualizations in python. TECHNICAL
2. Internship, IMDEA software, Madrid, spain
- MENTOR: Dr. Mark Marron (Researcher, IMDEA Software)
- CO-MENTOR: Sumit Gulwani (Sr. Researcher, MSR Redmond)
- TITLE: NATURAL LANGUAGE PROGRAMMING APPLIED TO TEXT EDITING
- Implementation: Successful Implementation of the proposed algorithm and the baseline algorithms
- Evaluation: The Text Editing Grammar was evaluated on the implementation
- Responsibility: Single handed managing, updating and tuning the algorithm implementation
- POPL 2013: work was submitted to this conference. This work was part of the final work published in ICSE’2016
- Excel Add In: The complete tool was integrated as Microsoft Excel Add In for Demonstration purpose
3. Internship, SURGE (Student Undergraduate Research and Graduate Excellence) , Indian Institute of Technology, Kanpur
- MENTOR: Dr Subhajit Roy (Professor, CSE, IIT Kanpur)
- TITLE: FACILITATING LOOP INVARIANT GENERATION BY USING PHASE PATTERNS
- DESCRIPTION: Transforming Loops of a certain class to semantically equivalent code which is easy to verify. It involved
- statically finding a relation between the conditional statement and loop induction variable, solving it using theorem provers
- and thus inferring pattern in the behaviour of phase change of Conditional Statements within loops.
- APSEC 2013 : paper accepted in the conference `Asia-Pacific Software Engineering Conference`
- Best Poster Presentation: Awarded ‘Best Poster Presentation’ in SURGE 2011
For more information on internship projects look at Research Projects.