Algotech Portfolio – Project Timeline
Quantitative Research & Automation
Researched equity derivatives and automated live trading for Volatility Arbitrage and Premarket long/short strategies.
ETF & Index Option Arbitrage
Prototyped algorithmic trading strategies for ETF and index option arbitrage.
Portfolio Asset Allocation
Developed allocation models using stocks, futures, and options, based on investment horizon and risk tolerance.
Nifty-BeES ETF Hedging
Built a model to hedge Nifty-BeES with its constituent stocks in the Indian market.
Sharpe-Optimized Value-Neutral Portfolio
Constructed a Nifty 50 portfolio with equal buy/sell value and optimized weights to maximize the Sharpe Ratio.