ANURAG AGRAWAL

Contact: +91 9560933320 Email: anurag75a@gmail.com

SUMMARY
An IIT Delhi graduate with an experience of algorithmic trading and factor-based investing with strong
numerical and data analysis skills adept at Python, SQL, Machine Learning, Statistics and Fundamental
Analysis. A regular investor in undervalued small and mid-cap companies.

ACADEMIC QUALIFICATION
• IIT Delhi New Delhi
B. Tech, Engineering Physics July, 2015 to May 2019
• QuantInsti Quantitative Learning Pvt. Ltd. Mumbai
Executive Program in Algorithmic Trading – EPAT Jan, 2021to Aug, 2021
• WorldQuant University New Orleans, USA
Master of Science in Financial Engineering June, 2023 to Present
PROFESSIONAL PROGRESSION

Freelance Python Developer (June, 2023 – Present)

• Developed custom indicators for intraday trading for several clients including a US based hedge fund
• Automated some intraday trading strategies in US Index Futures using API

Agreya Capital Advisors: Quantitative Analyst (May, 2021 – May, 2023)

• Ideated and backtested several trading and factor-based investment strategies using Python
• Aided the Fund Manager in improving the existing strategies using quantitative methods
• Created and deployed a new Momentum based Investment model for Large Cap Stocks
• Assisted the Fund Manager in all fund management activities including investment decisions,
deployment of fresh capital, allocating securities to respective clients, tracking the fund’s portfolio,
calculating performance fees and creating monthly reports

Axxela Advisory Services: Market Analyst (Nov, 2019 – July, 2020)

• Developed a strong understanding of the fundamentals of ICE US, Softs Products
• Actively traded the spreads including butterflies and condors in ICE and LIFFE Commodities
• Kept a track of major events affecting the market and managed the risk accordingly

Open Futures: Execution Analyst (May, 2019 – Oct, 2019)

• Continuously searched for and executed arbitrage opportunities in crypto currency spreads
• Executed market making trades worth millions in crypto spreads everyday

PERSONAL TRADING
• Achieved an absolute return of 100%+ on personal investments since Feb’ 21 against Nifty’s 42%
• Traded intraday in equities and index derivatives using technical analysis

INTERNSHIPS
YFinadvisor: Intern (Dec, 2017-Jan, 2018): Risk-return parameters of Mutual Funds
• Shortlisted 40 funds from a pool of 500+ mutual funds to be monitored daily for clients
• Automated the process of calculating various risk-return parameters of the funds on Excel

3M, India: Intern (May, 2017 - July, 2017): Calculations of speed radar
• Derived mathematical formulae for the mounting angle of a speed radar with 99.9% precision

AWARDS & CERTIFICATIONS

• NISM- Series VIII: Equity Derivatives Certification Examination
• District level gold medalist in International Mathematics Olympiad, 2015

TECHINCAL SKILLS
Python, SQL, C++, Machine Learning, Random Forest, XGBoost, REST API, Linux

COMMUNITY SERVICE
• Volunteered to teach underprivileged children at Kendriya Vidyalaya, IIT Delhi