Case Study

Client Problem

Market hedged, beta neutral stock v/s future arbitrage strategy on NSE with 5-30 min holding time.

Data Science Problem

Regression Problem to Predict average value of (stock-future) over next 1 hour.

Evaluation Metrics

Metric to Score on: Average Prediction RMSE

Live Trading Result

Python Code demos of Predictive Models developed by our data scientists are available on Request. If you would like to see sample code, please get in touch

We Attract Amazing Data Scientists

Nishant Rai

Software Engineer at Rubrik, Inc.

IIT Kanpur, QuantQuest Rank 1

Michael Axiak

Engineering Group Lead at Hubspot

MIT, QuantQuest3 Rank 1

Keshav Sehgal

Investment Management Analyst at Goldman Sachs

IIM Calcutta, QuantQuest Rank 3