Harsh Patel
Quantitative Trader
Gurugram, Haryana, India
Summary
👤
Senior🎓
Top SchoolHarsh Patel is a quantitative trader with nine years of experience building high-frequency equity and derivatives strategies, currently running high-Sharpe options market-making at a prop HFT fund in Gurugram. He combines strong financial modelling and statistics with practical AI and blockchain knowledge, having developed HFT crypto arbitrage and volume-generation bots across multiple exchanges. His background includes CVA/exposure modelling at Nomura, contributions to 100+ metamodels at Numerai, and research roles at WorldQuant and NK Securities, reflecting a blend of production trading and research experience. Technically proficient in Python, R, Excel VBA and learning C++ for low-latency systems, he also implements Monte Carlo simulations and options strategies (see his Options Trading repo). A dual B.Tech/M.Tech from IIT Madras and a quick learner from a farming family, he brings disciplined rigor and a pragmatic, hands-on approach to turning signals into live alpha. Notably, he applies market microstructure indicators to refine market-making algos rather than relying solely on conventional technical signals.
9 years of coding experience
1 year of employment as a software developer
Indian Institute of Technology Madras
English, Hindi, Gujarati, Spanish, German
Stackoverflow
449reputation
611kreached
5answers
3questions
Github Skills (18)
python10
matplotlib10
quantitative-trading10
pandas10
options-trading10
technical-indicators10
c-language9
simulation9
machine-learning9
simulations9
cprogramming-language9
monte-carlo9
quantitative-finance8
machine-learning-algorithms8
computer-vision6
Programming languages (6)
Github contributions (5)
PyPatel/Options-Trading-Strategies-in-Python
Aug 2017 - Aug 2019
Developing Options Trading Strategies using Technical Indicators and Quantitative Methods
Role in this project:
Data Scientist
Data ScientistContributions:16 commits, 15 pushes, 1 branch in 2 years
Contributions summary:Harsh contributed to developing options trading strategies using Python. The primary focus was on implementing technical indicators and analyzing financial data, including creating a trading strategy based on the TRIN indicator and a PCR strategy. The user implemented financial models, and data analysis using libraries such as Pandas, Quandl, and Matplotlib. Also, the user worked on Monte Carlo simulation in C++.
indicatorsmachine-learningmachine-learning-algorithmsoptions-tradingoptions-trading-strategies
PyPatel/Machine-Learning-and-AI-in-Trading
Aug 2017 - Oct 2019
Contributions:27 commits, 25 pushes, 1 branch in 2 years 2 months
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