Overview
Welcome to the homepage of Dr Nikhil Shenai. I founded my own company, called E K Technologies, in 2012. Through it I provide appropriate solutions for quantitative trading and training needs. I have also started to assist startups with general machine learning / artificial intelligence problems. Feel free to contact me with any queries at nikhil.shenai@eekaytee.com.
Click this link for my CV: click here.
My key offerings are:
1) Algorithmic Trading: Algorithms and Analysis to assist your trading. Regardless of your desired level of automation, bespoke programs can speed up your identification and evaluation of setups and the execution and management of your trades.
2) Quantitative Training: Training to improve your understanding of Finance, Econometrics/Statistics, Mathematics and Programming. Based on your learning needs, I will design a customised course to help you reach your goals.
Further details on both are below.
Background
I have a PhD in Financial Econometrics and MSc in Finance from Imperial College London, and a BA in Economics from Cambridge University. My PhD specialised in long memory stochastic processes for high frequency data. I also have extensive experience in Matlab, C++, MQL4 and SQL.
Post-PhD I have worked on building and selling my own trading systems and software, and training clients to enable them to understand quantitative subjects such as Finance, Econometrics, Mathematics and Programming.
Pre-PhD I worked for Accenture for 4 years, focussing on the area of Business Intelligence / Data Warehousing.
Specialities
Algorithmic Trading Software and Systems Implementation
Strategy Automation and Analysis / Alert Facilitation
Backtesting and Optimisation
Data Collection and Storage
Quantitative Training
Programming, especially Matlab, C++, MQL4, SQL
Finance
Mathematics
Econometrics
Time Series Models Research
Estimation, Forecasting and Simulation of Stochastic Processes
Data Mining
Model Dynamics Derivations and Validation
Current Work
Trading:
Cryptocurrency Platform Development
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Research:
SVMs
Filtering
Long Memory applications
Previous Work
Creation of customised Trading Signals and Execution Algorithms for fully and semi-automatic trading
Creation of customised Scripts to aid analysis for fully manual trading
Automation and Backtesting of FX trading strategies in MetaTrader 4
Automation and Backtesting of Tennis betting strategies in Betfair
Simulation and Estimation of data from a new GARCH-like stochastic process
Comparison of alternative high frequency data (duration) models incorporating long memory and Kalman Filter estimation and forecasting
Empirical Analysis of trading volumes and long memory patterns across timeframes for FTSE 100 data
Theoretical Analysis of long memory in returns for a duration process
Previous Clients
Rishi Gohill, Gohill Trading (http://gohilltrading.co.uk/)
Argent Mayfair (Startup Hedge Fund)
Joe Branco, Forex Living (http://www.forex-living.com)
Independent Traders (various)
Vedanta Trading Limited (http://www.masterthemarkets.net)
Professor Paolo Zaffaroni, Head of Finance Group, Imperial College Business School