Sanit Gupta
Quantitative Researcher
London, England, United Kingdom
Summary
👤
Senior🎓
Top SchoolSanit Gupta is a quantitative researcher based in London with nine years of experience blending research-grade reinforcement learning and statistical modelling into market-facing trading strategies. Currently at AlphaGrep he designs and backtests volatility trading strategies, building on prior roles trading Stoxx options at Optiver and designing incentive-secure economic systems for blockchain oracles. His academic work from IIT Bombay — including theoretical advances in bandits and published cognitive RL research at Max Planck — informs a rigorous, experimental approach to model design and simulation. Comfortable moving between production trading, economic mechanism design, and academic research, he has a track record of turning theoretical ideas like "persistence" into empirically superior algorithms.
9 years of coding experience
4 years of employment as a software developer
Indian Institute of Technology Bombay
English, Hindi, French
Stackoverflow
80reputation
3kreached
3answers
5questions
Github Skills (16)
debugging6
mdp6
markov-decision-processes6
bandit6
machine-learning6
math6
numerical-methods6
epsilon6
reinforcement-learning6
codeblocks6
probabilistic2
pac2
planning2
simulation2
agent1
Programming languages (2)
Github contributions (5)
sanitgupta/bernoulli-bandits
Feb 2019 - Aug 2020
Contributions:9 commits, 9 pushes, 1 branch in 1 year 6 months
sanitgupta/X-SEAIPR
Apr 2020 - Sep 2020
Contributions:45 pushes, 7 branches in 4 months
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