Ravi Sidhu

WORK HISTORY

EDUCATION

SKILLS

ABOUT RAVI SIDHU

Experienced quantitative researcher and portfolio manager, with a specialisation in machine learning signals. Over 20 years of intercontinental, sell-side and buy-side exposure.Milestones that I am particularly proud of are highlighted below and help paint a picture of my career prior to my position today (approximate reverse chronological order):* Currently managing a suite of high and mid-frequency quantitative trading strategies, based around signals generated by deep neural networks (DNNs). Proven track record of 30% annualised returns with a 3.3 Sharpe.* CIO @ B212 Digital where I oversaw signal generation for ultra high frequency market making as well as the build out of the firms quantitative asset management business * Head of Markets & co-founder @ Magic Carpet AI. An emerging asset manager with 2 year track record delivering rich risk-adjusted returns. Built upon deep reinforcement learning technology. Acquired by blockchain.com for USD 25mm in November 2021 * Senior Quant Researcher @ Barclays Capital QIS. I was responsible for researching and constructing quantitative investment strategies that could systematically address specific investment goals and challenges faced by some of the largest pension funds and asset managers in the world. My strategies cumulatively saw inflows of EUR 250mm in structured product AuM between 2016 and 2018.* Chairing a multi-asset group at Barclays, to originate idea’s based on macro fundamentals & fund flows. Resulted in a widely followed allocation strategy, plus engagement with at least 5 new investment counter-parties * Building out Deutsche Banks EM derivatives desk, leading to a $300mm client franchise. The cornerstone of my role was market making options in EM single names and indices, across LatAm, CEMEA and Asia.* Devising a quantitative research platform, which systematically identified CDS/bond basis dislocations in EMEA/US corporates.\'CreditQuant\' won a Euromoney award for analysis in 2005.