Abhigupta
Systematic & Algorithmic Trading Strategist | Quantitative Developer|
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About
Algorithmic trading strategist with 6+ years of experience designing, backtesting, and optimizing systematic trading strategies. Proven expertise in translating complex quantitative models into executable trading systems. Strong background in signal development, parameter optimisation, and live strategy monitoring. CFA charterholder specializing in algorithmic trading, derivative pricing, and quantitative risk management.
Experience
Quantitative Researcher & Developer at Partniori Capitals (2024-02 – Present)
- Designed and developed systematic trading strategies leveraging technical indicators (Pivot Points, custom indicators) and market structure analysis for FX, NAS100 and XAUUSD.
- Conducted comprehensive backtesting and performance validation using historical Tick data; generated detailed backtesting reports and equity curves to assess risk-adjusted metrics and strategy profitability
- Implemented MQL5 (C++) Expert Advisors (EAs) for automated execution of validated strategies on MetaTrader 5 platform with real-time trade monitoring and performance analytics.
- Optimised strategy parameters through systematic testing; identified optimal entry/exit conditions using pivot-based market structure analysis and Fibonacci retracements for institutional-grade execution.
Quantitative Strategy Developer at World Class Capitals (2023-01 – 2024-01)
- Developed MQL5 (C++) EA based on Inner Circle Traders Strategy incorporating Market Structure Analysis (Kill Zones) and Order Block theory for algorithmic execution.
- Engineered signal generation systems using advanced technical indicators (Pivots, Fibonacci levels) coupled with quantitative price action analysis to identify high-probability trade setups.
- Translated complex multi-timeframe trading strategies into optimized C++ code deployable on MetaTrader platforms with emphasis on execution efficiency and scalability
Algorithmic Trading Systems Developer at Aasara Consultancy (2021-02 – 2023-01)
- Built comprehensive MT5 API infrastructure for risk alerting, live trade monitoring, and performance analytics serving 100+ retail clients with real-time portfolio oversight.
- Designed, backtested, and optimized 500+ Expert Advisors (EAs) and technical indicators across MT4/MT5 platforms using Python, MQL4, and MQL5 for diverse trading strategies and market conditions.
- Developed Grid Trading systems optimized for different volatility regimes; conducted advanced backtesting procedures using MT5 API data to validate strategy robustness and drawdown profiles
- Implemented RENKO-based (market profile) strategies on MT4/MT5 with dynamic parameter tuning and risk-adjusted position sizing based on derivative pricing mathematics.
Engineer Data Science at Lybrate (2020-05 – 2021-01)
- Performed data analysis, feature engineering, and data quality validation to generate actionable insights and support data-driven decision-making.
- Built scalable data pipelines using Python and SQL to collect, transform, validate, and process large datasets for analytics and reporting.
Algorithmic Trading Engineer - Intern at Mudraksh & Mcshaw LLP. (2020-01 – 2020-05)
- Developed quantitative options trading strategies for Indian equity derivatives markets using Python; modeled option Greeks and implemented automated hedging logic.
- Built risk management tools for real-time portfolio Greeks monitoring, Value-at-Risk (VaR) calculations, and stress testing across multi-leg derivative positions.
- Developed performance visualization dashboards for portfolio-level analytics and cumulative P&L reporting; supported quantitative research with live market data integration.
Education
Bachelor of Technology in Computer Science Engineering
Bachelor of Tech & Finance in Computer science & Finance
Certification in NISM Series VIII: Equity Derivatives Certification
