Shrayansh Jyoti

About Shrayansh Jyoti

Interests: Crypto HFT Strategies | Market Making | Statistical Arbitrage | Machine Learning Competent and ambitious Quant with excellent analytical and quantitative ability strengthened through degree in mathematics, and courses in financial engineering, ML and CFA prep. Comprehensive mathematical modelling and implementation skills covering Probability Theory, Stochastic Calculus, regression analysis, Monte Carlo simulation, pricing model on equity, fixed income and options, derivatives pricing models and market risk models. Critical thinker motivated to excel and improve. Core competencies include: Statistical Arbitrage • Fixed Income Arbitrage • NLP • Stochastic Calculus • Interest Rate Models • Risk Neutral Pricing • Time Series Analysis • Signal Analysis • Portfolio Optimisation • Machine Learning • Financial Derivatives • Spread Volatility Modelling • Risk Management • Data Exploration, Cleaning, Reduction and Optimisation • Python • R • SQL • Git • VBA • Bash Ideas, truth, and, everything in between them, is what excites me. As a young student, I was attracted by the concision and precision that mathematics offered which in turn induced in me, philosophically, a belief in some form of an underlying determinism which begets the physical world. As I matured, I would often look for the same ‘underlying determinism’ within the socio-economic and socio-cultural frameworks of the world, only to find myself overwhelmed by their complexity. Being quite an avid follower of political and social trends, my guess, principally, is still the same as it was a few years. I have just come to realise that the data available, is chaotic and hard to read and, therefore, it is of personal importance for me to understand how to analyse and read data. I believe a quantifiable, multivariate, analysis of social problems will lead to better solutions and a better world.

Experience

1. Quantitative Researcher

   Upwork

   Jun 2022 — Present

   Currently working on building a Statistical Arbitrage Library, which will be a free alternative to a similar library by Hudson & Thames, where all possible strategies will be rendered, from Euclidean Distance to HMMs, hopefully leading on to a profitable strategy in the near future. Also, working on a Crypto High Frequency Trading Strategy.

Education

• WorldQuant University

  Master of Science - MS, Financial Engineering

  2023 — 2025

• The University of Manchester

  Bachelor of Science - BS, Mathematics

  2017 — 2020