Shivam Rajdev
Quantitative Researcher | Live-Deployed Systematic Equity & Options Strategies | ML-Based Signal Research | IIT KGP
- Role
- Quantitative Researcher at True Beacon Investment Advisors Llp
- Location
- Mumbai, MH, IN
- LinkedIn followers
- 500 followers
About Shivam Rajdev
I\'m a quant researcher at TrueBeacon, where I build and deploy systematic strategies on equities and options - all running with real capital. The Sharpe ratios I report (1.1 to 1.7) come from live performance, not just backtests. There\'s a difference.My work spans three areas:→ Signal research: ML-based alpha generation using neural networks and ensemble models for equity factor timing and return prediction→ Derivatives research: systematic options strategies with quantitative entry/exit rules, live deployed with measurable Sharpe improvement→ Factor investing: dynamic factor allocation across style factors; calendar anomaly research cross-validated out-of-sample before live deploymentBefore this, I spent two years at JP Morgan on the QDS team building systematic research tools and a client-facing NLP pipeline that still runs in production today.IIT Kharagpur, Dual Degree in Aerospace Engineering, GPA 8.11. FRM Part 1, 1st Quartile across all four sections. I write about quantitative finance and backtesting at shivamrajdev.com.If you\'re building a systematic research team or running live strategies on equities or derivatives, I\'d like to talk.
Experience
Quantitative Researcher
True Beacon Investment Advisors Llp
May 2025 — Present · Mumbai, IN
Built and deployed a momentum strategy using a feed-forward neural network to map fundamental and firm-specific characteristics to dynamic factor weights; live-deployed on the Nifty 500 universe, achieving Sharpe ~1.57 (IR = 1.3, market beta = 1.02).• Engineered a Nifty 500 market-timing model using an XGBoost/Random Forest/regularized regression ensemble;~57-58% out-of-sample directional accuracy with material reduction in portfolio drawdown for long-only strategies — live in production.• Independently developed two live options strategies: systematized an expiry gamma-short strategy with quantitative entry/exit heuristics (improved live Sharpe by ~0.5), and built a separate trend-following options strategy on the same underlying achieving Sharpe ~1.7.
Education
Indian Institute of Technology, Kharagpur
Master of Technology - MTech Dual Degree, Aerospace Engineering
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