Shreyas SomnatheQuant Systems Architect
Precision trading systems engineered for consistent alpha generation
Sharpe Ratio
Annual Return
Max Drawdown
Strategy Portfolio
Diversified suite of systematic strategies across multiple asset classes and timeframes
Momentum Alpha
Trend Following
Return
+124.5%
Sharpe
2.8
Win Rate
67.3%
Trades
1,247
Mean Reversion Core
Statistical Arbitrage
Return
+92.1%
Sharpe
3.2
Win Rate
71.8%
Trades
2,891
Volatility Harvester
Options Strategy
Return
+78.4%
Sharpe
2.4
Win Rate
64.2%
Trades
543
HFT Microstructure
Market Making
Return
+156.7%
Sharpe
4.1
Win Rate
58.9%
Trades
47,283
Portfolio Performance
Combined strategies, optimized allocation
Total AUM
$47.2M
YTD Return
+112.7%
Correlation
0.23
Research & Development
Cutting-edge quantitative research in systematic trading and portfolio optimization
Backtest Performance
Strategy vs Benchmark (30-day rolling)
Machine Learning for Alpha Generation
Deep learning models for pattern recognition in high-frequency market microstructure
Regime Detection & Switching
Hidden Markov models and state-space approaches for market regime identification
Portfolio Optimization
Multi-objective optimization with risk parity and factor-based constraints
About & Contact
Building the future of systematic trading, one algorithm at a time
Shreyas Somnathe
Quant Systems Architect
Quantitative trader with 7+ years of experience in systematic strategy development, portfolio optimization, and high-frequency trading systems. Specialized in machine learning applications for alpha generation and risk management.
Languages
Frameworks
Trading Systems
Databases
Cloud & DevOps
Experience
Quantitative Researcher & Developer
Proprietary Trading
Developed and deployed systematic trading strategies across equity, futures, and options markets. Managed $47M in algorithmic strategies.
Quantitative Analyst
Hedge Fund Analytics
Built ML-based alpha models and portfolio optimization systems. Contributed to $2.3B multi-strategy fund.
Trading Systems Engineer
Investment Bank
Designed low-latency execution systems and market-making algorithms for institutional clients.
Open to consulting, collaboration, and investment opportunities