I built OptionLab, an in-house research and trading platform for NSE and US markets, with screeners, a backtest engine, paper trading, an earnings screener and an options dashboard linked to Interactive Brokers and Upstox.
As a Quantitative Research Consultant, I researched and backtested a Nifty 50 long/short price-action strategy over 7,880 trades, with a 22.9% CAGR and a Sharpe ratio of 1.83. I also adapted StockGPT to Indian equities and benchmarked it against LightGBM, Amazon Chronos and momentum.
For a Singapore-based family office, I managed a portfolio over one year that beat the Nifty 50 through systematic strategy design and risk-managed execution. I also built a VaR(95) framework for a client's leveraged US equity account, using 10,000-path Monte Carlo and VaR-based position sizing.
At QVT Financial LP, I delivered market analysis, order-flow insights and arbitrage research to senior portfolio managers, and prepared valuations and month-end pricing. At Arcesium, I led onboarding and end-to-end implementation of a new client and worked on transaction, holdings, futures, swaps and cash reconciliation.
