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Sagar arvind Kotak

Quant & Derivatives researcher

Work experience

Jun 2015Present

Quant & Derivatives researcher


Quant researcher:- provide priceless market insights and recommend market strategies that are as innovative as they are profitable.
Back-testing & Data AnalysisDeveloping trading strategies by back-testing using historical data and applying the same to various scripts.

Oct 2013Present

Self Employed

Running a retail showroom for bicycles of all ages-Indian and Imported brands. In charge of all the activities of the branch end to end, achieving sales targets Managing staff of 1 sales representative and 3 skilled labors
Feb 2011Mar 2013

Derivatives Trader & Analyst


Derivatives Analyst:- 
It involves ideating various strategies and extensive back-testing to arrive at the winning strategy.
Back-testing & Data Analysis
Developing trading strategies by back-testing using historical data and applying the same to various scripts.
Options Trading:-
Executed various strategies as proprietary dealer, some of which are highlighted below.
i)   Volatility Trading-Creating Volatility spreads in Nifty Options to capture mispricing.
ii)  Calendar Spreads-Creating spreads across months to benefit from the Time Value depreciation of current/next month options.
iii) Put Call Parity Spreads-Buying the cheaper and selling the dearer option using Put-Call Parity with Delta hedging Ratio Spreads-Creating Bull /Bear Ratio Spreads with appropriate hedging.
iv) Volatility Jobbing-Shorting/Buying Volatility using technical indicators(Foreign markets, Volatility Graphs, Combination of Open Interest-Volume and Price, etc).

Sep 2005Jul 2010

Subject Matter Expert


Team Leader:- (Team Strength-15 Cm's)
Managing overall sales target, service level components, quality Standards and Productivity targets for my team.
Conduct briefings and team meetings, mentor & coach team members to improve performance.
Process Improvement Analyst:-
i)   Analyzing the trends of performance, forecasting and suggesting necessary action plans to overcome the challenges in meeting the set target.
ii)  Root Cause Analysis- to improve on the key functional areas.
iii) Collating data from the various sources and converting it into a valuable report.


Dec 2003Aug 2005

Freelance Project Manager


Identifying the need of the customer and provide timely completion of the project.
Manage a team of designers/developers.
Search and deal with the prospect customer to get more business.
Design and develop web-sites for customers.
Provide Email Marketing, SMS marketing and SEO for clients.

Jun 2001Nov 2003

Branch Manager


In charge of all the activities of the branch end to end, achieving sales targets.
Managing staff of 10 sales representative and 15 skilled labors-Introduced new products that increased turnover by approx. 23%.
Expanded range of products-speeding profitability.


Apr 1996Apr 2001

Bachelor of Commerce

Bhausaheb Vartak College Mumbai University



Data Analysis and Back testing using Excel,  Macros and R- Programming.

Technical Analysis and Charting

Provide market insights and recommend market strategies using historical data and various chart patterns.


Data Scientist

John Hopkins in association with
  • Formulate context-relevant questions and hypotheses to drive data scientific research
  • Identify, obtain, and transform a data set to make it suitable for the production of statistical evidence communicated in written form
  • Build models based on new data types, experimental design, and statistical inference