Ashesh .

Experience

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  TETCOS

  May 2013 - Jul 2013

  Internship

  Capture,Creation and Parsing of Raw Packets. Packet Scheduling from real traffic into simulatorand vice versa and Time Synchronization of real clock with simulator clock.Added a minimal Emulator Module in NetSim and successfully tested on internal network.

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  Oditty

  May 2015 - Oct 2015

  Software Developer

  Linking news with communities: Scraping news content and using NLP to generate tags from it. Post processing tags to get related communities (Ruby) .Recommendation module for rooms and books based on user's facebook like content (Ruby).

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  Qplum

  Dec 2015 - Dec 2018

  Data Scientist

  Optimized price modeling for portfolio: Development of autoencoder based market neutral strategy. Generated synthetic data to aid in training. It managed 5% of the portfolio.(Python)Optimized execution: Development and analysis of multiple intraday execution algorithms and meta algorithms. Used regularized LR and traditional trading techniques like mean reversion, momentum. Daily, $50K was traded using my algorithms saving 1-2 bps. (Python,C++)Non ML projects involved Data pipeline: Extraction and distributed processing of data from tick data files and web apis. Used in developing models. Creation of Execution pipeline and Reconciliation pipeline for multiple brokers : APEX, CQG, IB and TD (Python,C++).Conversion of sequential simulation engine to vectorized simulation engine. Achieved 5x speedup (Python).Creation of Order Routing Server (ORS) which was the backbone of trading pipeline (C++ & Python). Show less

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  Self Employed

  Jan 2019 - Feb 2020

  Data Scientist
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  National Taiwan University

  Feb 2020 - Apr 2021

  Research Assistant
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  Fondazione Human Technopole

  Jun 2022 - now

  PhD Student