Raja Ambrish
Quantitative Trader
Bangalore
Summary
Graduated from IIT Kharagpur in 2017, I have a keen interest in financial markets from a very young age. I have a verifiable and profitable track record of trading in the financial markets. I have cleared CFA Level 2 and proficient in R, Python, Econometrics, Machine Learning & Systematic trading in equity, energy, livestock, metals & crypto markets. I am looking forward to use my experience & knowledge in Indian markets to manage bigger portfolio.
Overview
9
9
years of professional experience
5
5
years of post-secondary education
2
2
Certifications
Work History
Mid Frequency Trader
Futures First
8 2022 - Current
- Multi asset trader trading Nasdaq futures, Natural gas futures, DAX futures, Gasoline spreads, Lean Hogs futures, Feeder cattle futures and Copper futures on CME and Eurex
- Diversifying my trading portfolio to these instruments this year - Crude Oil, Gasoil, EURUSD,Corn,Treasury bonds.
- Best trader in my batch at Futures First Banglore in terms of returns and risk reward with a backtested and realized CALMAR of 7+ - profitable in 19 out of 22 months since inception as a swing trader
Intraday Trader, Personal Portfolio
Self employed
01.2019 - Current
- Profitable and verifiable track record for 17 out of 22 quarters during this period; with the negative quarters being primarily due to experimentation with new algorithms
- Traded directional systems on Nifty, Banknifty & Stock Futures and Options with overall CALMAR of 10+
Mid Frequency Trader
Junomoneta Finsol Private Limited
12.2021 - 06.2022
- Managed trading account with fund size of 7.5Cr currently, maintaining decent risk reward ratio.
- Currently deployed directional intraday futures system, intraday option buying & selling system on Nifty & Banknifty
Consultant - Quantitative Research
Delta Exchange
10.2021 - 02.2022
- Deployed directional intraday and positional futures trading system on BTC & ETH with CALMAR ratio > 2
Consultant - Quantitative Research
Kuants
09.2019 - 10.2020
- Deployed Intraday futures system on Banknifty which generated about 9,000 points net of cost on Banknifty
Data Scientist
Reliance Industries Limited
06.2017 - 04.2018
- Received PPO as a Data Scientist for Crude Oil trading and Investor relations team of Reliance Industries
- Worked on econometric models to predict Merey-k-factor, Maya-k-factor, Arab OSP, Delta below Dubai and Brent Dubai spread
- Deployed models on RShiny and were used by traders for hedging decisions which resulted in better accuracy and lesser costs
Internships and Projects in Financial Markets
Multiple
12.2015 - 04.2017
- Backtested Option strategy finder in MATLAB as a quantitative analyst intern at Motilal Oswal
- Extracted Implied Risk neutral density for Indian stock market using Black Scholes model, GEV distribution and interpolation as additional project at IIT Kharagpur
- Generated cardinality constrained efficient frontier for five different stock markets around the world using heuristic methods like Tabu Search, Genetic Algorithms, PSO and Simulated Annealing as a part of winning contingent for Inter IIT Tech 2016.
- Part of winning contingent of Inter IIT Tech 2017 which worked on a problem statement involving relationship between stock prices and news articles
- Masters Thesis project on volatility modelling of Nifty Sectoral Indices
Education
Integrated Masters in Economics -
IIT Kharagpur
India 07.2012 - 04.2017
Skills
- R
Python
C
Fundamental Analysis
Technical Analysis
Data Science
Directional Trading
Expiry trading
Price Action
Microsoft Excel
Microsoft Power Point
Certification
Cleared CFA Level 2
Timeline
NISM Equity Derivatives
03-2022
Mid Frequency Trader
Junomoneta Finsol Private Limited
12.2021 - 06.2022
Consultant - Quantitative Research
Delta Exchange
10.2021 - 02.2022
Consultant - Quantitative Research
Kuants
09.2019 - 10.2020
Intraday Trader, Personal Portfolio
Self employed
01.2019 - Current
Data Scientist
Reliance Industries Limited
06.2017 - 04.2018
Cleared CFA Level 2
12-2016
Internships and Projects in Financial Markets
Multiple
12.2015 - 04.2017
Integrated Masters in Economics -
IIT Kharagpur
07.2012 - 04.2017
Mid Frequency Trader
Futures First
8 2022 - Current
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