Quantitative AnalysisResearchNon-directional volatility arbitrage strategies in optionsIV Skew arbitrage strategiesStatic options strategies in favorable market conditions based on quantitative indicatorsTime-series modelling to forecast volatility using family of GARCH modelsDeveloping and back-testing directional trading strategies in Amibroker using AFLStatistical analysis and forecasting of financial and sales data of listed companiesSetupFounded AlphaStrat Research in Jul 2020 to provide volatility research to institutional clientsSetup an In-house SQL DBMS using PostgreSQLCreated an automated routine framework to fetch, clean and upload financial data in the databaseReal-time trade monitoring system in excel to calculate risk and pay-off for derivatives strategies of up to 8-legsInstitutional & Proprietary Trading ClientsCreated a recommendation module by bundling 3 different strategies (Vol-Arb, Index Skew & Calendar)Providing market research reports and volatility data.Trade monitoring, simulation and reconciliation framework for recommended trades.Recommending optimal hedging strategies for stock portfolio of institutionsRetail ClientsRecommending directional option trades to over 300 clients.Developing an in-house directional strategy on index futuresEquity ResearchAnalyzing different sectors and published 12 equity reports and 3 industry reportsDeveloped a program for statistical analysis of financial data across all sectors and indicesWhite-labelling research for large financial services companiesAnalyzing privately held companies raising funds in Pre-IPO stageCreated and conducted a 9-point Due Diligence framework on 2 companies in the Pre-IPO rounds for Institutional investors.

Financial Research and Analysis- Analyzed a large domain of listed and unlisted companies- Evaluated and forecasted companies over multiple valuation and growth metrics- Developed internal investment reports for the firmQuantitative Research and Analysis- Recommending dynamic derivatives strategies to institutional and proprietary traders. - Developed and back-tested several option trading strategies- Assisted in the development of a market making program to generate liquidity in the derivatives contracts for a large exchange - Developed a program for reconciliation of trading accounts for the firm- Deployed and monitored an automated trading strategy- Analyzed and reported changes in global markets and its impact on the domestic markets

-Managed a portfolio of volatility arbitrage and skew strategies.-Developed, back-tested and deployed several systematic strategies on weekly index options.-Developed and deployed a Gamma Neutral Strategy in index options-Developed a VaR program to analyze and optimize risk in options portfolio