I am a junior undergraduate from IIT Kanpur, currently pursuing a double major in Mathematics and Scientific Computing & Civil Engineering. My interest lies in the field of software development, quant, data analytics and Competitive Programming. I am very enthusiastic about learning new things and applying techniques to tackle real-world problems.
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Quantitative Research InternAlphagrep May 2023 - Jul 2023Mumbai, Maharashtra, India• Extracted features from orderbook (carry, spread), OHLC and option greek data (delta, gamma, vega)• Utilised technical indicators including bollinger bands, RSI, MFI, OBV etc to transform features to alphas• Developed simulators to backtest performance of alphas on metrics including sharpe, bps and turnover• Achieved average sharpe and bps of 2.5 and 10 respectively with highest correlation of 0.4 over 20+ alphas• Realised 7.9 sharpe on in-sample and 4.7 on out-sample data for the strategy on Banknifty options -
Core Team AcademicsCounselling Service, Iit Kanpur Apr 2021 - May 2022Kanpur Nagar, Uttar Pradesh, India -
Academic Mentor (Mth101/102)Counselling Service, Iit Kanpur Apr 2020 - Apr 2021Kanpur Nagar, Uttar Pradesh, India -
Senior Election Officer | Election CommissionStudents' Gymkhana, Iit Kanpur Jun 2020 - May 2021Kanpur Nagar, Uttar Pradesh, India
Ansh Saxena Education Details
Frequently Asked Questions about Ansh Saxena
What is Ansh Saxena's role at the current company?
Ansh Saxena's current role is Product Engineer @Sprinklr | Quantitative Research Intern @Alphagrep Securities | IITK.
What schools did Ansh Saxena attend?
Ansh Saxena attended Indian Institute Of Technology, Kanpur.
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Ansh Saxena
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Ansh Saxena
Aspiring Software Engineer | Java, Spring Boot, And Microservices Expert | Proficient In Scalable Data Solutions With Kafka, Aws, And Postgresql | Driven By Clean Code And InnovationMumbai -
Ansh Saxena
Experienced Associate @ Pwc India | Technology Risk Assurance | Mba Grad | Ai And Machine Learning EnthusiastDelhi, India
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