Neerav Jain Email & Phone Number

• Designing daily re-balancing long-short market neutral trading strategies (alphas) in the US, Europe, Japan, China, and other markets. (Data, Alpha, Strategy, Portfolio)
• Parsing data sets for future alpha development and formulating trading algorithms specific to the Exchange Traded Funds (ETFs)

Hyderabad, India

• Project 1: Exchange Rate and Import Price Pass-through to Domestic Inflation in Sweden using a model of pricing along distribution chain
• Examined the Stage 1, Stage 2 and Overall ERPT to Producer and Consumer Prices using an 8 variable Vector Auto-Regressive Model
• Extended the research by incorporating different components of CPI Headline relevant to the country under observationProject 2: Seasonal Adjustment of UK Retail Sales Index using the techniques: X-12, X-13-ARIMA and.
• Comprehended the Seasonal Adjustment techniques used by different countries in forecasting macro-economic indicators
• Improved the replication of the SA methodology used by ONS for UK RSI Series by constructing regressors to adjust the calendar effects

• Examined the effect of roll levels and rollover percentage of future contracts on price of the respective stock post monthly expiry date
• Interpreted the bullish engulfing and bearish engulfing trends for the past 4 years (2014-2017) for 50 stocks under the index Nifty50
• Developed an excel model to study the rise and fall of open interest in option trading using Bhavcopies to determine change in stock price
• Conducted several other analysis on Sensex Reconstitution, IPOs, Mutual Fund holdings by the AMCs, etc. as per client requirement

Gujarat

-Performed a comparative study on the old tax regime and the newly introduced GST regime in India-Created excel based models to estimate GST rates for the textile industries with respect to the tax rates under the old regime-Studied the impact of the actual GST rates on textile industry taking into consideration certain assumptions and constraints

Mumbai, Maharashtra, India

-Worked on the project titled “Optimum Power Procurement Planning for Indian Utility”-Analysed energy demand/requirements for three consecutive financial years, from FY13 to FY16 -Projected the energy demand as per data provided for next five years in conformity with power procurement guidelines

Integrated Msc, Economics

Education record

Education record