Profile
I am a computer engineer based in Delhi, India. I work in the mix of finance, economics, and law, trying to bring technology as the enabler among these fields. My interests lie in scientific computing, high performance computing, finance, trading, and financial data.

Currently, I work independently for Finance Research Group at Indira Gandhi Institute of Development Research, Macro/Finance Group at National Institute of Public Finance and Policy, and Mansukh Securities and Finance.

My resume can be found here. I can be contacted via email. You can follow me on Google+.

Writing

Talks / Consulting
  • Liquidity provision in High Frequency Trading environment
    Presented at R Finance, May 2016
    [Presentation]
  • Bitcoin: Is virtual the new reality?
    For Vedica Scholars , September 2015
    [Presentation]
  • Understanding High Frequency Trading (HFT)
    Presented at Emerging Markets Finance Conference, December 2014
    [Presentation]
  • Big data in Finance
    Presented at The Fifth Elephant, July 2014
    [Presentation]
  • Sub-group on monetary policy, macroeconomic analysis, and financial stability.
    Committee on Data and Information Management, by Reserve Bank of India, March 2014
    • Assisted Dr. Susan Thomas and the sub-group understand the data gaps at RBI with respect to monetary policy, macroeconomic analysis, and financial stability.
    • Suggested changes required at the central database to adhere to international data standards such as IMF SDDS+, G20 Data Gaps Initiative.
  • eventstudies: An R package for conducting event studies
    Presented at R Finance, May 2014
    [Presentation]
  • Bitcoin: Is virtual the new reality?
    Series of talks for CFO Institute, February 2014
    [Presentation]
  • Technology training for Finance Research Group, IGIDR, 2012
    • Requirement: The group members needed a skill upgrade to match the ever-increasing scale of their analytical & programming requirements to increase research output.
    • Solution: Designed curriculum and imparted two week training in statistical programming using R, version control using SVN, project management using Redmine, and Unix utilities.

Open Source
  • "eventstudies" R package
    An R package for conducting event studies and a platform for methodological research on event studies.
    - Stable version is available on CRAN.
    - Latest version can be downloaded from GitHub.
  • Maintainer of ifrogs R package.

Acknowledgements

Bookmarks