Vikas Agrawal
Options Volatility Trader
Mumbai
Summary
Goals : To be among the finest options traders globally with a focus on longer dated options.
Overview
19
19
years of professional experience
Work History
Sr. Vice President (Trading)
Vikabh Securities Pvt. Ltd.
05.2008 - Current
- Trading Style : Medium frequency trader
- I Handle a significant corpus and generate absolute return by trading in Indian stock exchanges (NSE/BSE)
- Focused on generating absolute returns by leveraging on mis pricing in options across different tenures and strikes
- Managing volatility arbitrage portfolio in index options to capitalize on skew convergence/divergence and other strategies
- Trading in Index longer dated options (up to 2 years maturity) , with expertise in term structure.
- Well versed with multiple low risk arbitrage strategies, based on Calendar Spreads, Rolls, Vega, Put call parity etc
- To take advantage of interest rate arbitrage in deep ITM options across various tenures.
- To conceptualise & Execute Gamma Short Strategies with efficient risk management
Director
Findleas Management Solutions Pvt. Ltd.
01.2010 - 02.2012
- Co-founded the company and transitioned to focus entirely to trading after initial phase.
Assistant Manager
Max New York Life Insurance Co. Ltd.
05.2007 - 04.2008
- Managed infrastructure sector portfolio, including capital goods, utilities, transmission, and construction companies.
Education
PGDM- Finance -
Indian Institute of Management
Indore01-2007
B. Com -
H.R. College
Mumbai01-2003
Skills
Long Term Options
Risk management
Option Greeks
Market Analysis
Algo Trading
INTERESTING FACTS
- I currently hold around 3-4% of Nifty OI in longer dated options (where maturity > 9 months)
- Winner ‘Ran-niti’ Inventory Management game organized by IIM Indore Entrepreneurship and Consulting Club
POSITIONS OF RESPONSIBILITY
- Member – Investment Portfolio Team, Mutual Fund Team of IIM Indore
- Co ordinator, Bulls n Bears, Stock Market Trading Game at IRIS 2006, IIM Indore’s annual fest
Timeline
Director
Findleas Management Solutions Pvt. Ltd.
01.2010 - 02.2012
Sr. Vice President (Trading)
Vikabh Securities Pvt. Ltd.
05.2008 - Current
Assistant Manager
Max New York Life Insurance Co. Ltd.
05.2007 - 04.2008
PGDM- Finance -
Indian Institute of Management
B. Com -
H.R. College