Nilesh Moodley Email and Phone Number
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Nilesh is the founder of Nine Capital Ltd, a proprietary trading firm specialising in algorithmic trading of FX pairs in the delta one space. His primary focus is designing a completely automated trading platform. Nilesh oversees the entire trading process: from data collection, to designing trading strategies and finally, the handling of trade execution. His programming language of choice is Python.Previously, he worked as a quantitative researcher at a high-frequency trading firm in New York, where he focussed on developing low latency trading strategies for delta one products, by utilising machine learning algorithms.He has experience in both US and South African markets, with a strong track record in trading index futures using momentum strategies. Nilesh possesses a Bachelor’s degree in Statistics and Actuarial Science and a Master’s degree in Financial Engineering from Carnegie Mellon University.
Nine Capital
View- Website:
- ninecapital.net
- Employees:
- 1
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FounderNine Capital Sep 2016 - PresentLondon, United KingdomAlpha StrategiesDeveloping quantitative trading strategies in forex CFD's that trade algorithmically. Bespoke design of a back-testing and simulation framework to validate out-of-sample results over multiple years.Data WarehousingBuilt market scanners to collect data for numerous FX currency pairs. These data are used for simulations and optimisations before the models are deployed in live trading.Execution LayerUtilised the Interactive Brokers API to design a multi-threaded trading application. This application has a built-in matching engine and order aggregation facility to minimise the cost of trading.
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Quantitative StrategistVolant Trading Nov 2015 - Aug 2016New YorkConducting microprice research using machine learning algorithms for high-frequency price predictions.Created a research infrastructure to facilitate large-scale back-testing and optimisations of both existing and newly designed microprices, leading to the discovery of superior pricing methods for delta one products.Managing the creation, packaging and distribution of numerous analytical python modules across the firm, such as: a data reader API, which converts a serialised data format from C++ into a Python Pandas data frame; a book building API for level- and order-based exchange feeds and a file traversal API to support an integrated research environment.Designed various trading system metrics, including quoting risk management indicators and latency monitors, which identify potential failures in the automated trading environment. -
Associate: Electronic Rates TradingBnp Paribas Jan 2015 - Oct 2015New YorkLeading the US effort in a global collaboration to internalise trade flows and negate brokerage fees.Implementation of backtesting and optimisation algorithms to discover profitable, low-latency strategies via simulations that determine efficient methods of allocating risk.Market microstructure research on US Treasury and Eurodollar futures leading to the discovery of key elements critical to the design process.Designed a database management system being implemented globally to produce efficient workflow processes, resulting in improved turn-around times for data analysis and reporting. -
Associate Summer Intern: Us Treasury And Repo TradingBnp Paribas Jun 2014 - Aug 2014New YorkDeveloped and presented quantitative trading strategies to the Head of Fixed Income to uncover methods of enhancing existing trading performance and Sharpe ratios.Created a STRIPS pricing tool for the structured products desk, for maturities up to 30 years with varying payment frequencies and yield curve premium adjustments.Developed a key performance indicator that estimates the daily short covering required by the repo desk based on live trade data. This metric highlights sector-specific trading capacities to avoid breaching internal risk limits.
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Quantitative TraderIndependent Proprietary Trader Jan 2010 - Jul 2012Durban, South AfricaSystematic TradingManaged a portfolio of $200,000 trading South African index futures (ALSI).Achieved a Sharpe ratio of 0.66, outperforming the benchmark Sharpe of 0.02, implying that $1 deposited at inception grew to $5.60 versus the benchmark growth to $1.25. Quantitative Research and OptimisationsPerformed extensive research and development into momentum trading strategies to discover market inefficiencies. Identified optimal parameter sets via a heat map analysis to maximise historical performance without over-fitting to past data.Developed proprietary indicators to allocate appropriate risk limits based on the investor’s risk appetite and the statistical properties of the trading system.
Nilesh Moodley Skills
Nilesh Moodley Education Details
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Computational Finance -
Actuarial Science, Statistics
Frequently Asked Questions about Nilesh Moodley
What company does Nilesh Moodley work for?
Nilesh Moodley works for Nine Capital
What is Nilesh Moodley's role at the current company?
Nilesh Moodley's current role is Founder of Nine Capital, specialising in medium-frequency algorithmic trading.
What is Nilesh Moodley's email address?
Nilesh Moodley's email address is ni****@****tal.net
What is Nilesh Moodley's direct phone number?
Nilesh Moodley's direct phone number is +164648*****
What schools did Nilesh Moodley attend?
Nilesh Moodley attended Carnegie Mellon University - Tepper School Of Business, University Of The Witwatersrand.
What skills is Nilesh Moodley known for?
Nilesh Moodley has skills like Trading Strategies, Trading Systems, Python, Linux, Sql, Risk Management, Trading, Data Analysis, Object Oriented Programming, Quantitative Research, Mongodb, Quantitative Finance.
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Nilesh Moodley
City Of Johannesburg
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