Quantitative researcher with 8+ years of experience applying machine learning, econometrics, and optimization techniques across financial markets, asset management, and enterprise-scale datasets. Strong expertise in factor research, portfolio analytics, risk modeling, and time-series forecasting. Skilled in Python, SQL, ML Ops, and cloud platforms. Demonstrated ability to collaborate with investment teams, enhance quantitative frameworks, and support data-driven decision-making. Passionate about quantitative investing and model-driven portfolio construction.
Interest: Financial Services, Investments, Economics, Capital Markets, Internet Media & Advertising
- Quantitative Methods: Factor Models, Time-Series Analysis, Regression, Decision Trees, Random Forests, Sentiment Analysis, TimeSeries Forecasting, Optimization, Cluster Analysis, Measurement Plan
- Optimization and Automation: Data Pipelines, Machine Learning Automation
- Financial And Customer Analytics: ML Ops, Asset Management, Financial Modeling, Forecasting, Trading Strategies, Media Mix Modeling, Causal Inference
- Data Analysis & Visualization: SQL, Python, R, SAS, Google Analytics, Tableau
- Quantitative Finance (https://github.com/singularity-htmagarh/quant-finance)
- ETFs Portfolio Tracker (https://github.com/singularity-htmagarh/etf-portfolio-tracker)
- Data Science Portfolio (https://github.com/singularity-htmagarh/data-science-portfolio)