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Work Experience
Quant Researcher
QuantInsti• August 2021 - Present
• Research and update pedagogy and curriculum for EPAT (Executive Programme in Algorithmic Trading), a 6-month training program offered by QuantInsti. • Write technical articles for QuantInsti blog • Provide teaching assistance during live lectures • Guide participants throughout the programme by answering their queries related to statistics, financial markets, Machine Learning and programming.
Research Consultant
Finance Research Group, IGIDR• July 2019 - July 2021
1. India’s Interest Rate Tracker • I built the ZCYC tracker (2001-2020) for India by scraping data from NSE and CCIL. • I used python to scrape the data and R for visualization and analysis. Link: https://ifrogs.org/dms/zcycWebpage_v_2.0/zcyc_webpage.html 2. Satellite imagery to measure economic activity • I co-authored a research paper that identifies a bias (and proposes a scheme to correct it) in a satellite imagery dataset released by NASA and NOAA i.e. nightlights. • We proposed a mathematical model that corrects the inherent bias present in this dataset. • This correction could change the interpretation of all the previous research done using this dataset. • Julia has been used for computation, Python for scraping the data and R for analysis and visualization. Link: https://xkdr.org/releases/PatnaikShahTayalThomas_2021_bias_correction_nighttime_lights.html
Education
SRM Institute Of Science & Technology ( Deemed University)
Electronics and Communication Engineering, B.Tech• July 2015 - May 2019
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