Nezar Bakhsh

About Nezar Bakhsh

Electrical Engineer turned Volatility Trader. FINRA-licensed investment advisor and…

Experience

1. Founder - Alpha Researcher - Portfolio Manager

   Quant Alpha

   Mar 2020 — Present

   Engineered Two High Sharpe & Highly Scalable Trading Strategies: 1) Nasdaq-100 3xLeveraged Risk-Managed Strategy: 33% annualized returns, max drawdown of 20%, and a Sharpe ratio of 1.85, consistently beating the Nasdaq-100 benchmark (Backtest: 2005–2025). 2) VIX Futures Risk-Managed Strategy: 50% annualized returns, max drawdown of 27%, and Sharpe ratio of 2.5 (Backtest: 2011–2025), trading VIX futures ETFs. • Adaptive Risk Management: Engineered self-adaptive risk management models that optimize position sizing, mitigate drawdowns, and automatically adjust exposure in response to evolving market conditions. Implemented adaptive volatility targeting and regime-based risk controls to enhance scalability and robustness across diverse market environments.• Portfolio Optimization with Machine Learning: Implemented advanced machine learning algorithms for portfolio optimization. This includes Hierarchical Risk Parity (HRP) for constructing diversified portfolios and managing risk effectively and mean-variance Optimization (MVO) with regularization techniques for improved robustness. • Efficient Strategy Tuning with Bayesian & Genetic Algorithms: Leveraged Bayesian and Genetic Optimization algorithms to efficiently explore high-dimensional parameter spaces, accelerating strategy optimization while reducing computational cost.