Aditya Nittur Anantha
Bengaluru
Summary
Experienced quantitative researcher and portfolio manager specializing in market microstructure, algorithmic trading, and volatility arbitrage. Demonstrated success in developing and implementing profitable trading strategies, leveraging innovative research and precise execution. Proficient in managing automated strategies across international exchanges including NSE, BSE, MCX, CME, SGX, and DGCX. Skilled in quantitative and computational methods for capital market analysis, with a particular focus on modeling the limit order book using point processes.
Overview
12
12
years of professional experience
Work History
Head of Quant Finance
Algoquant Technologies Ltd
01.2019 - Current
- Oversee P&L and drawdown for firm-wide arbitrage trading activities, managing trade volumes of 100M per day
- Directed initiatives reducing execution costs by 75%, resulting in an additional 1M per day through portfolio leveling
- Designed parametric models for implied volatility, improving option market-making performance
- Lead a team of 20 professionals across research, engineering, and IT, focusing on risk reduction and compliance
Ph.D. Candidate
Indian Institute of Science
01.2018 - Current
- Developed and applied quantitative and computational methods to study capital markets, using point processes to model facets of the limit order book
- Built a global framework using Hawkes processes for optimal order flow dynamics
- Conducted a pioneering study on slippage and order spoofing, presented at ICCF24
Manager - Research & Engineering
SigmaQuant Technologies Pvt. Ltd.
01.2016 - 01.2019
- Developed a multi-exchange trading platform (CME, SGX, DGCX, B3, MCX, NSE, BSE) within six months
- Launched new trading products, opening a 500M market in India through distributed microservices
- Increased the fill ratio by 20% using advanced regression models to optimize trade execution
Senior Analyst
Acceletrade Technologies Pvt. Ltd.
01.2013 - 01.2016
- Built an end-to-end robo-advisory tool for asset allocation using multi-stage stochastic mean-variance optimization as the base model.
Education
Ph.D. - Computational Finance
Indian Institute of Science
01.2024
BE - Electronics Engineering
Visvesvaraya Technological University
01.2006
Skills
- Volatility arbitrage
- Statistical arbitrage
- Market making
- Volatility dispersion
- Order flow dynamics
- Limit order book analysis
- Python
- R
- SQL
- Trading operations
- Project management
Certifications and publications
- PrePrint : Forecasting High Frequency Order Flow Imbalance (https://arxiv.org/abs/2408.03594)
- International Conference on Computational Finance (2024): Quoting Strategy Optimization under Liquidity Constraints
- NISM Series VII Certified (Equity Derivatives)
Timeline
Head of Quant Finance
Algoquant Technologies Ltd
01.2019 - Current
Ph.D. Candidate
Indian Institute of Science
01.2018 - Current
Manager - Research & Engineering
SigmaQuant Technologies Pvt. Ltd.
01.2016 - 01.2019
Senior Analyst
Acceletrade Technologies Pvt. Ltd.
01.2013 - 01.2016
Ph.D. - Computational Finance
Indian Institute of Science
BE - Electronics Engineering
Visvesvaraya Technological University