Developed and backtested multiple pairs trading and momentum strategies for cryptocurrencies, achieving a combined Sharpe Ratio of 1.6+ and strong alpha generation, while leveraging deep learning to enhance returns and reduce transaction costs by 17%.
Developed and backtested multiple momentum and pair trading strategies for NIFTY as Beta, achieving a Sharpe Ratio of up to 1.38 and combining strategies for a final combined Sharpe of 1.1.
This task was given by Alpha Alternatives as hiring challenge, it includes two trading strategies for natural gas futures—Statistical Arbitrage and Machine Learning—analyzing various datasets to predict price spreads and evaluate performance, ultimately offering insights and recommendations for future improvements.
This have the code and resources for my innovative approach aimed at optimizing investment strategies and enhancing financial decision-making, which helped me secure a rank of 645 out of 10100, despite a faulty submission during round 2.
SIFT Applications for Visual Classification, Adversarial Detection, 3D Reconstruction, and Fingerprint Matching