Mean Reversion - GPSK
Developed and deployed statistical arbitrage strategies based on price reversion logic across equities and ETFs.
GPSK Investment Timeline
Momentum Strategy
Designed trend-following algorithms for mid-frequency strategies using cross-asset signals and regime detection.
Vol Strategy
Implemented volatility models using option.
HFT Desk Setup
Led infrastructure and codebase setup for high-frequency trading systems; latency optimization & exchange connectivity.
Algo Strategies Development
Built multiple alpha engines using machine learning, signal stacking, and market microstructure models.
Colo Management
Oversaw co-location infrastructure for low-latency execution and redundancy across Exchange data center.
System & Internal Audit
Ensured system robustness, audit logging, and compliance with internal trading rules and external regulations.
Trading and Execution
Managed live trading, risk monitoring, order execution optimization, and P&L attribution across strategies.
Head of Business Quant Desk
Directed the quant team across R&D, implementation, and live deployment; strategic leadership and team mentoring.