About

Vaibhav Tyagi is a dynamic professional with nearly 6+ years of experience in the field of Quantitative Trading, Algorithmic Trading, and High-Frequency Trading. He is currently working as an Algorithmic Trading professional for a hedge fund where he has developed quant and volatility trading strategies for derivatives. His responsibilities include building algorithms for pair trading, conversion of existing strategies to python, and optimization. He has also worked on ranking, leveraging, filtering, and classification of strategies for portfolio creation for intraday systems. Vaibhav has a strong background in Machine Learning for Market Microstructure and High-Frequency Trading. He has developed delta neutral option, volume imbalance, hedging, and HFT strategies. He has also worked on backtesting through python on various data frames such as TBT, Second, and 1 Minute. He has optimized performance matrix using AI and executed strategies in the real market through python and c++. Vaibhav has conducted webinars on python for algo trading, where he covered topics such as backtesting framework, creating and analyzing statistics of strategy, getting live data, and execution in the live market. He strongly believes that a dream doesn’t become a reality through magic; it takes sweat, determination, and hard work. Prior to his current role, Vaibhav worked as an Algo Trading Developer for Freelancer.com, where he worked on algorithmic trading assignments for various clients. His responsibilities included pulling data from XTS, market data API of various brokers and data vendors, writing customized indicators, coding for libraries & backtesting strategies, plotting signals on charts, and storing logs for backtesting. He has also worked on optimizing performance matrix using AI and executing on a real trading system on signal generation. Vaibhav has a Master's degree in Financial Markets from the National Institute of Financial Management and has completed an Advanced Data Science - Python course from World Quant University. He also holds a Bachelor of Technology degree in Computer Science from Jaypee Institute of Information Technology. Vaibhav's technical skills include AI, Python, ML, Data Scientist, Software Engineer, and test. With his relevant experience of 6.79 years, Vaibhav is a skilled professional who is passionate about understanding market trends and working towards improving basic coding and algo trading skills.