Systematic Investing · Macro · ML

Kartik Agarwal

Alpha quant researcher and former engineering lead building research systems that turn economic intuition, data, and machine learning into scalable investment decisions.

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$2B fund strategy experienceCross-asset researchBuilt for production

Current Focus

Building durable alpha through data and disciplined execution

I care about signal quality, economic grounding, and live trading reliability. My work spans idea generation, portfolio construction, and production monitoring pipelines.

11

Production-ready strategies

$2B

Hedge fund research context

6+

Years across quant + engineering

12

Cross-functional team led

Core Strengths

Alpha ResearchML Signal DesignMacro ModellingPortfolio ConstructionData PipelinesProduction Monitoring

Profile

About Me

Quantitative portfolio manager with deep experience in cross-asset strategy design, signal research, and production-grade investment systems.

Investor mindset, engineering rigor

I have built and launched systematic strategies across equities, currencies, commodities, and fixed income. My approach combines economic reasoning with statistical discipline, and I focus on turning research insights into resilient live systems.

Before moving fully into quant investing, I led software teams and built a product now used by 2.5k+ organizations. That execution background helps me build workflows that are fast to iterate, easy to monitor, and robust in production.

Technical Skills

Programming & Analytics

  • Python (Primary)
  • Java
  • R
  • MATLAB
  • SQL

Technologies & Tools

  • Bloomberg Terminal
  • Git/Hg/SVN
  • Kafka & Redis
  • GCP
  • AWS

Areas of Expertise

  • Systematic Trading
  • Machine Learning
  • Quantitative Analysis
  • Statistical Arbitrage
  • Alpha Research
  • Risk Management
  • Financial Engineering
  • Data Pipeline Development

Personal Interests

SoccerTennisMartial ArtsCar RacingWatchesHorror MoviesVideo Games

Track Record

Experience

A progression from software product leadership into systematic quant research, with a consistent focus on turning ideas into measurable outcomes.

QMS Capital Management

Quant Researcher · Jul 2021 – Oct 2025

Durham, NC

  • Directed alpha research across FX, commodity, equity, and fixed income futures, resulting in 11 production-ready trading strategies.

    • Innovated economic-based macro predictors (e.g. bond risk premia, country sentiment, inflation expectation, GDP nowcast) using country fundamentals and alternative data
    • Researched ML-driven trading strategies (Neural Nets, XGBoost, Affinity Propagation, Kalman Filter, Lasso)
    • Incorporated higher-frequency metrics like order flow data to enhance predictive signals
    • Evaluated alternative data based on signal orthogonality and economics; negotiated pricing and ongoing vendor communication

  • Introduced Emerging Markets FX trading at the firm.

    • Managed signal research, portfolio construction, regime modelling, and risk management

  • Designed and implemented a modular research and backtesting framework with integrated data pipelines, transaction cost modeling, performance attribution, and production monitoring.

  • Interfaced with global sell-side desks and academia to aggregate broker views, synthesize macro themes, and translate discretionary views into systematic trade hypotheses.

GIC (Singapore Sovereign Wealth Fund)

AFP · Mar 2020 – Dec 2020

San Francisco, CA

  • Developed an NLP-driven trading strategy on U.S. equities by analyzing 10-K filings to uncover peer mispricings.

UCLA (Federal Reserve Bank)

Researcher · Jun 2020 – Jun 2021

Los Angeles, CA

  • Applied NLP techniques to quantify the effect of COVID-19 policies on households by analyzing state and local government documents across the U.S.

  • Analyzed the effect of world events on trends in equity, debt, and real estate.

WeInvest

Software Engineer · Mar 2019 – Jul 2019

Bangalore, India

  • Implemented and deployed a white-labeled robo-advisory platform for banks across Singapore and the Middle East.

Zoho ManageEngine

Software Engineer/Product Lead · Jun 2017 – Mar 2019

Chennai, India

  • Built product Zoho Zeptomail from inception to launch, now used by 2.5k+ organizations.

  • Led a cross-functional team of 12 developers, designers, testers, marketing, and content writers.

  • Spearheaded feature ideation, technical design, and execution to create a competitive product.

Foundation

Education

Formal training in financial engineering and computer science, reinforced through high-intensity competitions and applied research work.

UCLA Anderson School of Management

Los Angeles, CA

Master of Financial Engineering

  • Represented UCLA at the Chicago Booth Investment Competition (Quant Track).
  • Represented UCLA at CFA IRC and performed financial analysis on Snapchat.

Vellore Institute of Technology

Vellore, India

Bachelor of Technology, Computer Science and Engineering

Work Highlights

Research & Selected Projects

A mix of deployed quantitative research, entrepreneurial ownership, and competitive investing work that reflects both technical depth and execution range.

Systematic Strategy

Automated Nifty Stocks Strategy

Researched, developed, and deployed a multiple stat-arb trading strategy on the top 100 NSE stocks (Nifty 50 + Next 50) over Google Cloud, with dynamic universe selection in backtesting to avoid survivorship bias.

  • Sharpe Ratio 3.52 on 10% daily turnover.
Venture Building

Entrepreneurial & Platform Initiatives

  • Founded and built an invoicing software startup (end-to-end ownership; ultimately shut down).
  • Initiated a student-led quantitative investment fund framework at UCLA.
Performance

Competitions

  • Booth Investment Competition: Represented UCLA at the Chicago Booth Investment Competition (Quant track).
  • CFA IRC: Represented UCLA and performed financial analysis on Snapchat.