Case Study

Client Problem

Find optimal trade entry and exit points to maximize risk adjusted returns

Data Science Problem

Predict probability that the series is going to revert before the price improves.

Metrics and Results

Sharpe Ratio

Backtest 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