Pratyaksh Bhalla

Core / low-latency developer in the Market Data Core team, optimising trigger latency of outgoing orders.

Founded in 2010, AlphaGrep is a quantitative trading and investment firm that began in Indian markets and has since expanded to trade across major global exchanges, with over 10 offices worldwide. As an Intern, it was a rich opportunity for me to learn more about the hft architecture. • Designed a simulator in C++ to test internal Order Routing System (ORS) against Hong Kong exchange behavior. • Handled full order lifecycle (new, modify, cancel, trade confirms) with error handling. Implemented features like heartbeat, multi-session support and API bypass. Resolved critical gaps in existing simulator setup at Alphagrep. • Built a system for monitoring and managing jobs on a distributed HPC cluster using Slurm, with CLI backend. • Developed REST APIs (via a CLI wrapper) to support Job management, Node Monitoring and User management.

Polished finance fundamentals and knowledge of quantitative finance. - Worked on research paper implementation and developing trading algorithms. - Projects include DL in long short portfolio allocation, Portfolio optimisation from Markowitz to DRL approaches and analysis. - Completed various assignments on Options and Pricing, Probability and Valuation.

- Polished knowledge of various advanced data structures and algorithms. - Practiced competitive programming on sites like codeforces, Atcoder and CodeChef.

- Developed trading alphas using fast-based expression in the stock market. - Utilized Python to fine-tune alpha parameters and improve signal performance through automated backtesting workflows. - Leveraged statistical and sentiment analysis on WorldQuant datasets to enhance signal robustness and reduce noise. - Performed backtesting and data analysis to evaluate signal efficacy across global equities and sectors.

Department change from EE