Ishika Agarwal

Developed advanced price directional and volatility forecasting models (GARCH, ARCH, ATR) on ES & VIX using Python, Excel, AI tools like cursor AI, Claude and chatGPT, enhancing trade timing, entry precision, and overall strategy win rate. Built an integrated NPV and VaR framework to evaluate and rank trading strategies and trader performance, incorporating expected PnL, volatility, margins, and sizing efficiency across an $18M discretionary portfolio. Conducted rigorous scenario analysis and stress tests on the ES options portfolio to assess tail risks, margin sensitivity, and drawdown resilience under adverse conditions. Optimized proprietary ES & VIX options strategies, achieving a Sharpe Ratio of 3.5 through scenario analysis and systematic backtesting on OptionsNet and improving risk-adjusted returns. Designed and automated a trade reconciliation and post-trade analytics system, reducing turnaround time by 98% (50 hrs → 1 hr) and improving operational efficiency and data accuracy. Performed comprehensive portfolio risk monitoring, pre/post-trade analysis, and trade execution for the $18M discretionary options portfolio with a Sharpe Ratio of 3.37, ensuring discipline in risk management and performance optimization.

Developed comprehensive research reports using a combination of technical and fundamental analysis to inform trading strategies in equity and commodity markets, driving more than 50 trade executions per week. Performed in-depth market analysis on a daily basis, utilizing historical data and statistical models to predict price movements in currency and commodity markets, ensuring timely and informed trading decisions. Conducted real-time research and analysis on equity derivatives and commodity futures markets, utilizing advanced data analytics tools to identify patterns, which informed 15-20 high-value trade executions per day. Monitored global financial news, economic indicators, and company earnings reports to evaluate potential market impacts, producing bi-weekly research reports that resulted in a 10% increase in the firm's successful trade execution rate. Researched and analyzed trends in multiple stock exchanges, including BSE, NSE, and international exchanges, providing comprehensive reports. Provided actionable insights on market conditions and trading opportunities based on macroeconomic factors, technical indicators, and historical price movements, facilitating effective execution of over $10M in trades across global markets.

Prepared equity research reports for taking a position on various companies by different valuation methods and analysing the companies fundamentals. Led a Coverage of national and international financial news. Prepared a Report on the Reserve Bank of India and the US Federal Reserve's working and processes. Conducted comprehensive research on corporations, industrial developments and government reports to inform financial assessments.