Shubham Gurjar Email and Phone Number

Researching Methods for Time Series Forecasting in medium frequency using Deep Learning and Statistics to enhance the signals

Working in the Alphamine Quant Investment Fund at their Mumbai Office•Researched and backtested multiple strategies using Volatility Dispersion between Banknifty vs its constituents with aim to capture volatility spread and achieve absolute return with lower drawdown•Applied dynamic Delta trading rules vol. dispersion strategies to generate better risk-adjusted return

Working with a team of 30 students with a vision to create student-run fund at the institute level, learning and discussing various financial concepts, trading strategies, investment opportunities and results

Worked with a team of traders trading in the commodity markets, helped them creating trading strategies like opening range breakout , stochastic trend following strategy, analysed the mean reversion trending patterns in the gold silver ratio and made a statistical arbitrage using Hurst Exponent ADF test and linear regression , automating the data checking and cleaning and backtesting these through python