Ashwin Dangayach

Dynamic professional with a proven track record as a Software Engineer at Correct Steps Consultancy, where I enhanced operational efficiency by 40% through innovative Python solutions. As the Founder of Kalakriti, I excel in market research and asset management, driving brand growth while leading diverse teams with strong leadership and strategic vision.

Experimental Crypto Mutual Fund | Python, Binance API, Financial Modelling, Git December 2024

• Leveraged Binance API to fetch real-time market data, executing trades based on stochastic modeling and volatility-adjusted quantitative strategies for dynamic asset allocation among top-performing coins.

• Implemented a multi-factor scoring model in Python, incorporating momentum indicators, Sharpe ratio, and risk-free interest rate benchmarks to assess asset performance across customizable timeframes.

• Designed a self-sustaining, interest-rate-sensitive portfolio with automated rebalancing, based on risk adjusted returns and having low maximum drawdown, achieving a 1.78 Sharpe Ratio, outperforming common funds.

• Achieved 25x portfolio growth over a 2-year backtesting period using a performance-weighted capital allocation model with dynamic rebalancing, outperforming many coins, including Bitcoin’s 4.3x growth. 

Hybrid Momentum Strategy | Python, Upstox API, SQLite, Git, Stochastic Modeling July 2024

• Integrated real-time stock data retrieval via Upstox API and leveraged Pandas & NumPy for computing

multi-period momentum scores, factoring in interest rate sensitivities and macroeconomic trends.

• Developed a quantitative momentum strategy using a stochastic modeling approach, dynamically adjusting weightages based on historical volatility, risk-free rate adjustments, and market liquidity.

• Backtested on 10 high-liquidity stocks, achieving an annualized CAGR of 29.80%, significantly outperforming NIFTY 50’s 14.2% while maintaining a 1.32 Sharpe ratio and low maximum drawdown.

• Implemented a custom Python-based backtesting framework incorporating Scikit-learn for performing trend analysis, Matplotlib for visualization through graphs, and SQLite for historical storage. 

• Hedge Funds
• Reinforcement Learning
• High Frequency Trading
• Simulations
• Medallion Fund

• Specialized in Data Analytics with a course from IBM.
• Secured 2nd Rank in two of the university's coding competitions, beating 200+ participants.
• Secured 1st place in a neuroscience research project as a Project Assistant, awarded by the Federation of European Neuroscience Societies (FENS).