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avatar for Gaurav Chakravorty

Gaurav Chakravorty

QPLUM
Head of Strategy Development
Jersey City, NJ
I thrive on working with people. I have always enjoyed growing with people. I have been trusted by my mentor and I have trusted those whom I have worked with. I was the youngest to earn a partnership in my firm and I was fiercely loyal to my mentor.
In my first job after college, I setup a algorithmic trading system in a team of three. We were fortunate to add a great group of college grads with fresh ideas and energy, and together we setup one of the most successful algo-trading groups in the world. Those trading strategies (and their offshoots in three other firms as people moved) cover a large part of high frequency futures and forex trading today. I worked on everything in this process, but being a CS guy I'd like to highlight two areas:
(1) machine learning, optimization, learning but not overfitting data (is there anything more difficult than not overfitting!)
(2) low latency systems, efficient algorithms, test-driven development, networking, data-engineering infrastructure

The financial success allowed me to become an entrepreneur. It's not easy in finance! Due to the awesome intellect and work of the team at the companies I have setup since then, we have been able to execute very well.

With more maturity I felt the need to have a greater impact on the real investor, be it the endowment fund or the real-money investor at home. That, I feel (as Dr. Lanning might say) "is the right question"!

Education : Algorithms, Theoretical Computer Science, Machine Learning

My Speakers Sessions

Wednesday, June 21
 

1:00pm EDT