Apoorva Rastogi

I’m an AI & Data Science Intern at Motilal Oswal Financial Services, where I build regime classification frameworks using HMM and GMM on Nifty 50, Gold, Crude Oil, and G-Bonds to drive dynamic allocation across assets and lookback windows. I also designed and benchmarked implementable vs. forward-looking strategies, achieving 18%+ higher risk-adjusted returns over the backtest period. Alongside that, I evaluate foundation time-series models (TimesFM, PatchTST, Chronos, Lag-Llama, TimeGPT) for Nifty 500 prediction and map Two Sigma’s 17 factors to Indian proxies using Bloomberg tickers.

Previously, as a Tax Technology Intern at KPMG India, I automated PAN–Aadhaar verification for 1,000+ records in Python, cutting manual processing time by 75%, and built an AES-encrypted pipeline to improve regulatory compliance. I developed a Flask-based workflow tool adopted by 12+ tax consultants, improving case throughput by 20%. My projects reflect the same focus—end-to-end regime-based multi-asset allocation, options pricing & Greeks, and factor-based equity screening—backed by open-source contributions and active quantitative competitions.