Kushpreet Singh

About Kushpreet Singh

I have a proven track record of applying machine learning based predictive algorithms to domains like credit risk modelling and trading. Currently working for an innovative startup where I am responsible for scaling existing algorithmic trading strategies and coming up with new ones by reading and implementing relevant research papers.

Experience

1. Data Scientist

   Progrid Analytics

   Oct 2024 — Present

   Long/Short Strategy for MISO– Developed a long/short strategy for MISO day-ahead market trading, leveraging historical grid data toidentify profitable trading opportunities.– Performed extensive data preprocessing to consolidate millions of rows of grid data into a structuredformat suitable for analysis.– Ensured that the hedging strategy was robust and able to handle market volatility and price fluctuationsby optimising the lookback period.– Conducted comprehensive backtesting and calculated key performance metrics before deployment.– The strategy was deployed to production in January 2025, achieving profitable results since launch.Machine Learning Based Strategy for Sharpe Maximization– Developed an innovative ML framework for MISO day-ahead market trading by synthesizing approachesfrom academic research.– Engineered an efficient data processing pipeline to handle forecasting for hundreds of nodes simultane-ously, reducing computational overhead through clever feature engineering and data structuring.– Implemented tree-based ML models optimized for multi-node prediction.– Engineered a novel metric by combining multiple ML models, resulting in significant Sharpe ratioimprovements in backtesting.

Education

• Indian Statistical Institute (ISI), New Delhi

  Master of Science - MS, Mathematics and Statistics

• Chennai Mathematical Institute

  Bachelor's degree, Mathematics and Computer Science

  2018 — 2019

• Indian Statistical Institute, Kolkata

  Master's degree, Mathematical Statistics and Probability