Practitioner’s guide on tactical asset allocation and regime modelling

Sonam loves quantitative research, especially for finance and trading! She is building a business out of my deep passion for quant finance at Wright, a Mumbai-based seed-funded investment management firm. She aims to utilize her quantitative expertise in a traditional market like India. She has 9+ years of experience in quantitative research and portfolio management working on systematic strategies, algorithmic trading, long-short strategies, arbitrage, and high-frequency trading. She has worked at HSBC as a quant building factor-driven portfolio solutions enabling large-scale trading at the central risk book & structuring desks. In addition, she worked as an algorithm designer at Edelweiss institutional equity execution & arbitrage desks and Qplum in a portfolio management role for artificial intelligence-driven Robo-advisor in the US and India. She graduated studying computational chemical engineering from IIT Kanpur and has a master’s in financial engineering from Worldquant University.

Manish is currently Managing Partner with Angaros Group. He has over 25 years of cross-functional experience across banking, asset management, hedge fund, investment banking, and private investments. He spent about 15 years working in the Japanese financial services industry. While in Japan, he worked with Citibank, Fidelity Investments, and SPARX Group. Manish graduated from IIT Madras. He currently serves as the President of IIT Madras Alumni Association's Hyderabad Chapter and is an Executive Council Member of Pan IIT India.