Quantitative Research Engineer
Finesse Advisory Services Ltd
Mar 2023 - Apr 2024 (1 year 2 months)
• Developed 60 metrics to analyse and optimize trading strategies for 635 stocks. • Created the entire environment for operations on GCP. • Built and deployed entire ETL pipelines and API using GCP's compute engine. • Leveraged the capabilities of Vertex AI to perform large scale analysis and production of ML models. • Produced 10+ actionable insights and trend analyses, uncovering the impact of factors like Alpha, trade quantity, slippage, duration window etc, on stock performance. • Leveraged 10+ metrics, such as accuracy, confidence ratio, average positive balance, and maximum trading amount, to uncover patterns and behaviours in stock performance.