Python Management

Aakash Tandon, CFA Level *

Rohini,New Delhi • +91-995******* • **************@*****.***

Dedicated Algorithmic/Quant Trader with a knack for building automated systems across multiple assets

Successfully trading complex intraday algorithms on Stock/Index Futures/Options on more than 200 individual securities with average portfolio sharpe >3.05

Capable of crusading and leading a quant/prop/algorithmic fund with planning and vision

Skilled in independent research, implementation and execution of quantitative ideas from scratch

Highly experienced in Backtesting, Optimizations( Walk-Forward,Exhaustive), Monte Carlo Simulations, Scenario Testing, Hedging, Risk Management, Trade Management and Portfolio Analytics EDUCATION & CERTIFICATIONS

2019

2017

2016

2010-2013

NISM Series -VIII (Equity Derivatives Certification Examination) CFA Level 2 Certification

CFA Level 1 Certification

Graduation - Bachelors in Technology( Computers) - 7.2 CGPA, Guru Gobind Singh IPU,Delhi Senior Secondary - CBSE XII - 89.8% ( Top Achiever ) Secondary - CBSE X - 84%, Ryan International School, New Delhi

SKILLS & ACCOMPLISHMENTS

SYNOPSIS

EXPERIENCE

Self-Independent Quant Trader

Indian Equities & Derivatives

New Delhi, India

Mar 2018- Present

Running an automated portfolio of multi-asset intraday long/short systematic trading strategies with short holding periods (daily turnover>0.2 million $) and varied risk-reward metrics

Independently researched and implemented semi-automated multi-leg option strategies ( Short Straddle/ Strangle, Intraday Calendar Spread, Ratio Spreads) using Amibroker,Python and other platforms Instrumental in development of in-house portfolio hedging and risk mangement procedures and tools for all strategies and market scenarios

APTUS Trading DMCC

Quant Strategist

Dubai, UAE

Sep 2017- Mar 2018

Lead quant strategist with a multi-asset prop-trading fund responsible for creating a Bunch of technical, quantitative and hedging systems across Indian markets

Independent exposure to R&D of multi-time frame systematic option algorithms focused on achieving absolute alpha with minimal risk

Implemented a Long Only Futures strategy with realized sharpe of >4 (max drawdown- 0.61%) Oanda Corporation

Research Associate

Gurgaon, India

Apr 2015- Mar 2017

Part of a 6 member team Oanda India committed to offer wealth management as well as systematic investing opportunities to clients

Global Equity Indices and FX Research as well as identification of potential alphas from scratch Developed and implemented numerous Intra-Day and Low frequency momentum and mean-reversion trading algorithms across Major World Indices like SPX, Wallst, DAX, major forex pairs and commodities

Developed numerous successful intra-day & medium-frequency alpha seeking strategies on EUR/USD, US Nasdaq, German DAX, US SPX 500( other global indices),Individual Stock Futures and major FX Pairs

EXIN certified ITIL- Foundation Certificate in IT Service Management

Summer internship in Microsoft .NET 3.5 Framework from TATA CMC LTD.

Skills : Time-series Modelling, Data-Mining,Derivatives Pricing theory,Option Pricing Theory, Fundamental & Technical analysis of asset-classes, Factor-Research & Pre-Post Trade Analysis

Extensive experience of Python 3.4 or higher (matplotlib, numpy, pandas, NSEpy,statslib and other libraries)

Expert on back-testing and trading platforms like Amibroker, Multicharts, MT4, Excel Based Systems etc.

Personal : Man-of-the-Series( Intra School Cricket Zonal tournament), Vice-Captain(College Football Team), Head of School Astronomical Club

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