Anmol Chopra

At Futures First, I research and trade systematic strategies across fixed income, FX, agricultural, soft commodity, energy, and metals futures markets. I evaluate relative-value structures and build statistical-arbitrage signals using cointegration, mean reversion, hedge ratios, and robust validation.

My validated commodity futures strategies have achieved Sharpe ratios above 2.0 with historical win rates of 75–85%. I also develop portfolio construction and risk-management frameworks for position sizing, volatility targeting, correlation analysis, exposure management, and performance attribution.

I built KIBISHII, a quantitative research and portfolio intelligence platform covering six futures asset classes, automated backtesting, performance analytics, and alternative-data research workflows. The platform screens 500+ spread structures and supports walk-forward validation, transaction-cost modeling, slippage estimation, and Monte Carlo simulations.

Previously at Tata Consulting Engineers, I developed end-to-end machine learning solutions, scalable ETL pipelines, data-validation workflows, and analytics dashboards using Python, SQL, TensorFlow, Google Cloud Platform, and Power BI.