Algo Convention 2019

Abhijit Phatak

Abhijit Phatak has been in the market for more than 15 years, and he has
developed a unique method to identify trends and sideways periods in the
market through charts of straddles and strangles.

Although, the conventional way to analyse options is via the Greeks,
over the years, he has successfully shown how simple charts can convey
the same meaning, sometimes well in advance).

This interpretation can help in analysing a trade in futures, and also
suggest whether to hedge a positional trade in futures for that expiry.

Alok Dharia

Quantitative Algo Trader

Ex Commodities Trader, Merrill Lynch Commodities, Houston, USA

MBA, Rice University, Houston, USA

Masters Chemical Engineering – University of Groningen, The Netherlands

Chemical Engineer - Institute of Chemical Technology, Mumbai

Anupam Singhi

Anupam Singhi is the Chief Executive Officer at William O’Neil India, a leading global organization dedicated to providing industry-leading financial services and research to the investor community.
Since joining William O’Neil India in 2013 as the first employee to be appointed in the country, Anupam has single-handedly formulated and executed the company’s India strategy, while setting up the company’s operations and building a world-class team. His expertise and able leadership helped transform the India division into a valued Centre of Excellence for all the William O'Neil companies globally, within a short span of time.
One of Anupam’s significant achievements at William O’Neil India has been successfully launching their flagship product MarketSmith, a world-leading comprehensive market research platform, in India.
With Anupam at the helm, William O’Neil India has grown steadily, with the setting up of functions like data collection, software development, business applications and product design. Research is now a strong arm of the organization, with a 25-member team conducting research on global stocks and tracking global markets.
Prior to joining William O'Neil India, Anupam held leadership positions at Thomson Reuters. He has led global teams of over a thousand people across multiple locations through the successful integration process between Thomson and Reuters, during their merger.
Anupam is a qualified Chartered Financial Analyst from CFA Institute, a global association of investment professionals. He completed the Thomson Reuters Asia Leadership Program from INSEAD in 2011.

Dr. Ernest Chan

Dr. Ernest Chan is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor.He began his career as a machine learning researcher at IBM’s T. J. Watson Research Center in the storied Human Language Technologies Group, where he built a text search engine that was ranked in the top 7 in a world-wide competition sponsored by the US Department of Defense. He later joined Morgan Stanley’s Data Mining and Artificial Intelligence Group in New York. He was also a quantitative researcher and trader for Credit Suisse, Mapleridge Capital in Toronto, and Maple Financial.

Ernie is the author of “Quantitative Trading”, “Algorithmic Trading“, and most recently “Machine Trading”, all published by Wiley. He also writes a popular blog at epchan.blogspot.com, and is an Adjunct Faculty at Northwestern University’s Master’s in Data Science program. Ernie earned his Ph.D. in physics from Cornell University, and his B.Sc. from the University of Toronto.

Himanshu Patil

Himanshu Patil is a poker enthusiast. He plays regularly on mid to high stakes across sites and online poker tournaments with decent winnings. He has finished top 3 of 4 major Indian online tournaments. He is also an avid reader and loves economics and finance. He is a B.tech, CA, and has cleared CMT by qualification. He also handles funds for friends, family and prefers a fundamental based investment approach.

Hrishabh Sanghvi

Hrishabh Sanghvi is a Quantitative finance expert with 10 years experience across electronic trading & investment management. His prior experience include Edelweiss as the Head of Algorithmic Trading, Treasury Trading with Citibank, United Stock Exchange and Credence Capital. He is also a highly skilled poker player.

Hrishabh is currently involved with 2 startups into AI & Machine Learning solving problems across various domains as well as 1 startup focused on Algorithmic Trading services. On the Algo front, HL Investrade helps fill the gap between Traders, Brokers and Funds who have trading strategies but do not have the relevant expertise or teams to build out custom Algorithmic Trading systems.

Laurence Connors

Laurence Connors is Chairman of The Connors Group (TCG), and the principal executive officer of Connors Research LLC. TCG is a financial markets information company that publishes daily commentary and insight concerning the financial markets and has twice received an award by the Entrex Private Company Index for being one of the 10 fastest growing private companies.

He has over 30 years of experience working in the financial markets industry. He started his career in 1982 at Merrill Lynch as an Investment Advisor, and later moved on to become a Vice President with Donaldson, Lufkin, Jenrette (DLJ), where he worked with the Investment Services Group from October 1990 to March 1994. Mr. Connors is widely regarded as one of the leading educators in the financial markets industry. He has authored top-selling books on market strategies and volatility trading, including Short-Term Trading Strategies That Work, and Street Smarts (with Linda Raschke). Street Smarts was selected by Technical Analysis of Stocks and Commodities magazine as one of “The Classics” for trading books written in the 20th century.

His most recent book Buy The Fear, Sell The Greed; 7 Behavioral Quant Strategies For Traders was published this past summer.

Mr. Connors has been featured and quoted in the Wall Street Journal, New York Times, Barron’s, Bloomberg TV & Radio, Bloomberg Magazine, Dow Jones Newswire, Yahoo Finance, E-Trade Financial Daily, Technical Analysis of Stocks and Commodities, and many others. Mr. Connors has also been a featured speaker at a number of major investment conferences over the past two decades.

Dr. Prashant Mullick

Dr. Prashant Mullick runs his personal hedge fund that works to extract the volatility and equity premia using options and momentum. He utilizes quantitative options analysis and options greeks to trade risk in his options trading. He is co-founder of MOVERS - a quantitative equity, commodities and currency directional trading system that aims to capture long volatility breakouts. Prashant has a Doctorate in Chemical Engineering from the University of Illinois (USA) in material science. He has previously worked with General Electric where he led the process development of materials for the displays industry.

Prashant Shah,CMT,CFTe,MFTA

Prashant Shah is one of the few professionals with number of coveted and renowned designations in the industry. He has been awarded  Chartered Market Technician (CMT®) and a Certified Financial Technician (CFTe) by CMT Association and International Federation of Technical Analysts (IFTA) respectively. 

He is also a holder of the right to  the Master of Financial Technical Analysis® certification designation by IFTA for the original research conducted by him on Line Break charts swing trading techniques. He is an author of the book on Point & Figure charting methods on Indian Market.

Shubham Agarwal, CMT, CFA, CQF, CFTe

ShubhamAgarwal, CMT, CFA, CQF, CFTe is Founder & CEO at Quantsapp, a Fin-tech firm focussed in Option Trading Algorithm & Analytics. A Chartered Market Technician (MTA, USA), Chartered Financial Analyst (CFA Institute, USA), Certified in Quantitative Finance (CQF, London), Certified Financial Technician (IFTA, USA), Investment Banking Analyst (IMS) & B.Com by qualification, Shubham has been into many major kinds of market research including Quantitative, Technical, Derivatives& Fundamental Research. He is among a handful of professionals with expertise in multiple research domains. He has been a programmer himself in tens of programming languages from today’s latest trends.

With over 15 years of professional experience in Research & Advisory with Broking houses, he has lived the migration from traditional research to an early participant in the ROBO Advisory era to make traders/investors create an edge by joining hands with the power of compute. In his career so far, he has programmed over 15 game changing trading system purely based on Mathematics & Statistics out of which some of them are unique globally. On the traditional research side of his career he has built over 200 trading systems using Technical & Derivative Analysis. Shubham now runs his own start-up with a goal to equip participants of the Financial markets world-wide with his unique algorithm ideas.

Shubham has been a speaker at many B-schools &professional  events some of them are Association of Technical Market Analysts, Association of National Exchanges Members of India, CFA Society, Traders Carnival, Algo Convention, Fin-bridge, Money fifty-50 & Options Symposium.

Earlier to the current position, Shubham has served a few broking houses as Head of Quantitative, Technical & Derivatives Research. Shubham has been an active face on media for his take on markets for over 7 years with CNBC TV 18, CNBC Awaaz, Zee Business & Bloomberg Quint.

In his free time, he loves music to the core and is a seasoned Guitar & Synthesizer player and proficient dancer in major Ball room dance forms.

Sovit Manjani CMT

Sovit Manjani CMT is a Chartered Market Technician having vast experience in financial Markets. He is a Co-Founder and Head of Trading Strategies at Dravyaniti Consulting LLP. He has designed and developed various Profitable Trend Following Algorithmic Trading Systems and Adaptive Trading Models based on Technical Indicators for Stocks, Futures and Indices.

He is specialized in designing Automated Trading Systems, Position sizing techniques, risk and money management. His expertise and focus is in building Trading and Investment models on various asset classes including Indian Equities, Currencies, Derivatives, Commodities, NYSE Equities. He has also been live trading and executing these strategies from past 3 years which enable him to combine theory and practical.

He has coached numerous CMT aspirants (all 3 Levels) in the past 4 Years at Vantage Institute of Financial Markets. He also conducts Systematic Trading workshops using Amibroker and is passionate to promote Systematic trading.

Subhadip Nandy

Graduated with Economics with postgrad in Business Management. 18+ years experience as a trader and analyst. Was the Head-Research & Director-Algorithmic Strategies for one of the biggest commodities prop firms in India.Now an independent quantitative trader who also trains on systems trading.Founder :  http://www.quantgym.com

Thomas F. Basso

Mr. Basso, currently retired, was CEO of Trendstat Capital Management, Inc., a Registered Investment and Commodity Trading Advisory (CTA) firm. Mr. Basso received an undergraduate degree in chemical engineering from Clarkson University.  He received a master’s in business administration from Southern Illinois University.  He has participated as an Arbitrator for the National Association of Securities Dealers and National Futures Association (NFA), and is a past Director on the NFA Board, representing one of four CTA/CPO seats on the board.

In addition, Mr. Basso has served on the NFA’s technology and standards sub-committee for three years.  He has served on the Board of Directors of the National Association of Active Investment Managers (NAIIM) and was a past director of CreaMiser, Inc., a small private company in Scottsdale, AZ that is the leading provider of bulk cream dispensing in the US.  He was on the Management Committee of Lamp Technologies, a Dallas based technology company specializing in back office-outsourcing solutions for the futures and hedge fund industry.

His engineering, mathematical and computer background gave Mr. Basso the ability to develop a wide range of investment programs to take advantage of opportunities in the financial markets worldwide.  He has authored Panic Proof Investing, which is dedicated to helping investors, and was one of the traders featured in The New Market Wizards, a book on successful traders written by Jack Schwager. At their peak, Trendstat managed $600 million for clients worldwide from Scottsdale, Arizona. Tom currently has created a website dedicated to traders: enjoytheride.world. He has been retired for about 15 years and enjoys a variety of activities, including golf, writing, singing in a church choir, working out and helping traders.

Tom is featured across Jack Schwager’s “Market Wizard” series and most famously known as “Mr. Serenity.” Now retired from managing client money, Tom was president and founder of Trendstat Capital Management. He became a registered investment advisor in 1980, a registered commodities advisor in 1984, and was elected to the board of the National Futures Association in 1998

Vishal Mehta CMT

Vishal has majored in  Bachelor of Science with Statistics, MS Finance & Certified Market Technician (CMT).He has been Trader, Technical Analyst, Fund Manager & Trainer. He is founding member of Association of Technical Market Analyst ( ATMA India ).He has worked with various organization providing Technical Analysis Charting facilities like Thomson Reuters, Bloomberg, Financial Technologies, Spider Software and Reliable Software.Vishal has also been featured in various Media Channels such as CNBV, Nepal TV etc. He has helping traders across countries likes of India, Singapore, Hong Kong, Sri Lanka, Nepal and many more.He is guest Faculty at various eminent institutes likes of National Institute of Banking Management (NIBM, RBI College), BSE Training Institute, MCX Training Institute, BLB Institute of Financial Market.

Vivek Gadodia

Vivek is a Co-Founder at Dravyaniti Consulting LLP. Vivek has overall 15 years experience in Technology, Trading and Financial markets. His educational background includes a degree in Commerce and Masters in Management Studies from Sydenham. He started his career with CMC as an analyst-developer and then moved to HSBC Bank where he led small teams on enterprise level technology projects. He then setup Algo Desk in the Institutional Trading Technology department at MF Global, where he also completed a 1-Year Certificate Program in Applied Finance from IIM-Calcutta. He has designed various systems for backtesting, model validation, data feed handlers and order execution. He is involved in Strategy design, Operations and Business Development. He also visits Management colleges and Institutes for guest lectures on VBA Excel and Algorithmic Trading, and has conducted training for traders in designing and automating trading strategies.. In 2017, Vivek led the design of a market neutral algorithm for US Equities in a competition conducted by one of the world's largest crowd-sourced hedge funds and won 2nd Prize for the same.

Anil Ghelani

Anil has been working with DSP Group since 2003 and is currently Head of Passive Investments& Products. Previously, he served as the Business Head &Chief Investment Officer at DSP Pension Fund Managers and prior to that leading the Risk and Quantitative Analysis team at DSP Mutual Fundresponsible for monitoring of portfolio risk and buy-side credit research on companies across various sectors.

He is currently serving in volunteer capacity as a Director and Vice Chairman of the CFA Society India.

Anil has been closely involved in the AIF industry since late 2011 when SEBI had come out with the Concept Paper on AIF regulations, he had worked in providing comments and suggestions to SEBI. Subsequently after SEBI guidelines were finalised in 2012, Anil’s firm was amongst the early movers to launch a long-short hedge fund under the AIF platform in 2013.

Akshay Chinchalkar

Akshay Chinchalkar, a Chartered Market Technician (CMT) and an Msc in Finance and Accounting from the London School of Economics. He is currently serving as the Regional Head for Technical Analysis and Quantitative Research at Bloomberg South Asia. In his decade long experience at Bloomberg, He has been single handedly responsible for making Bloomberg Charts the de-facto solution for ideation using Data Visualization methods across the biggest banks, corporations, buy-side and sellside firms, contributing to nearly $10 million worth of business for the region. 

Separately, He is co-head the Mumbai chapter for the CMT association and also serve on the Association's Board of Directors. In such capacity,he is actively involved in promoting the utility of the subject matter of Technical Analysis and driving the Association's business objectives in the South Asian region. 

He has always been a passion for numbers, which explains my recent gravitation towards statistical techniques and Machine learning methods. He is currently pursuing a PG program in Data Analysis from Great Lakes Institute of Management, Chennai and am to get my FRM certification from GARP in '19.  

He regularly post market related commentary on LinkedIn. 

Gaurav Raizada

Gaurav Raizada is the Chief Operating Officer at iRage Master Trust Investment Managers LLP and Partner at iRage Broking. He has a rich experience in quantitative trading and strategy development. He is a visiting faculty at IIM Ahmedabad; has published many research papers in top finance journals.He has done bachelors from IIT Kanpur and Masters from IIM Lucknow.