Hello! I'm Ansh
Passionate about Math, Machines and Markets.
Currently part of the Quant team at a High-Frequency Trading firm.
I'm a Quantitative Researcher with 5+ years of experience in academia, quasi-academic research, NSE and quant trading.
Experienced in software development, quant-finance content creation and market microstructure research.
I also enjoy teaching. I have given multiple guest lectures on HFT at various IITs, NITs, and others.
Life philosophy
Perseverance is what converts ability into achievement.
Without it, the only thing you’ll ever reach the top is a bell curve.
Reach out if you would like to chat about quant trading and research.
Ansh Tayal
Quant Researcher & Trader
Email:
LinkedIn:
Location:
Gurgaon (2024 - Present)
Mumbai (2019 - 2024)
Chennai (2015-2019)
EXPERIENCE
2024-Aug - Present
Quant Researcher
Building and trading MFT and HFT strategies across various regions.
2022-May - 2024-Jul
Deputy Manager
Economic Policy & Research
• Conducted statistical analysis on terabytes of Tick-By-Tick (TBT) orders and trade data using high-performance
computing on the NDR cloud facility (224 processors, 896 GB RAM).
• Implemented the code for Pre-Trade Risk Control (LPP, OPR) in the FO segment, optimizing trading parameters.
• Conducted peak duration analysis for order matching engines, resulting in an updated circular by SEBI to optimize
capacity.
• Led organization-wide data aggregation initiative, resulting in a new monthly internal report for senior management.
• Assisted in responding to internal and external (SEBI) data-related inquiries and supported event organization and
speech writing for senior management.
• Mentored interns and junior team members in data analysis and market microstructure.
2021-Aug - 2022-Apr
Associate
EPAT content team
An ed-tech firm that provides training in Algorithmic Trading through a six-month comprehensive certification course called EPAT (Executive Program in Algorithmic Trading)
• Worked as a Teaching Assistant during live lectures.
• Resolved queries on topics on statistics, programming and quantitative trading.
• Wrote technical blogs on different aspects of Quant trading.
• Created lecture summary documents for all the lectures in the program.
• Evaluated the assignments and project work of course participants.
2019-Jul - 2021-Jul
Research Associate
Academic Research
xKDR Forum
(erstwhile Finance Research Group, IGIDR)
An academic research community engaging in policy-oriented research in India.
• Developed the ZCYC tracker (2001-2020) for India by scraping data from NSE and CCIL, using Python for data
scraping and R for analysis and visualization.
• Co-authored a research paper identifying and correcting bias in nightlights data released by NASA and NOAA using
Julia for computation, Python for data scraping, and R for analysis and visualization.
IN THE PUBLIC DOMAIN
GUEST LECTURES ON HIGH-FREQUENCY TRADING
SOFTWARE DEVELOPMENT & RESEARCH
Co-author
Open-source package
2021
This pacakge helps the user to analyze nightlights satellite imagery data
Co-author
Research paper
Oct-2021
This research paper identifies and proposes a bias-correction scheme for nightlight satellite imagery data provided by NASA and NOAA.
Co-author
Tracker
Jan-2020
REPORTS & ARTICLES
NSE Market Pulse - NSE's monthly publication tracking the Indian market and economy
Co-author (May-2022 - Jul-2024)
SKILLS
Technical skills
Linux, awk
Python, R, C++, Julia
LaTeX
Softwares
CMIE Economic Outlook
Refinitiv
ProwessIQ
EDUCATION
2023
Certificate Program in Financial Engineering
(6-month)
2019
Bachelor's in Engineering
SRM Institute of Science and Technology, Chennai
INTERNSHIPS
Summer school
Mathematical Finance
Jun-2019
BARC, Mumbai
Jan-2019 - Apr-2019
NIT Meghalaya
June-2018
CSIR, Jorhat
Dec-2017
