Rajib Ranjan Borah

Rajib_Ranjan_BorahRajib is the co-Founder and Director of iRageCapital Advisory Private Limited, and QuantInsti Quantitative Learning Private Limited. At iRage, Rajib assists clients across South East Asia in High Frequency Trading Strategy Development & Systems Design – helping clients generate significant portions of the exchange volume primarily in the options derivatives segment. At QuantInsti, which provides a globally unique online program on algorithmic trading, Rajib works with exchanges and other financial institutions to design education programs; and also manages the course segments on Automate Trading System Architecture, Portfolio Management & Risk Management. Prior to starting iRage, Rajib worked with leading HFT firm Optiver in Amsterdam; working on derivatives market making, and high frequency equity arbitrage strategies across all major European and US exchanges. Before joining Optiver, Rajib was a management strategy consultant with PricewaterhouseCoopers where he assisted a consortium in setting up a national commodity derivatives exchange. A national Olympiad finalist, and a national puzzle champion, Rajib has a degree in management from Indian Institute of Management Calcutta, and a bachelor’s degree in Computer Engineering from National Institute of Technology Surathkal and has internship experiences with Bloomberg in New York (equity derivatives research) amongst others.

Conference Abstract
This presentation will look at the science behind news analytics – how news is quantified and converted into a set of numbers before feeding them into algorithmic trading engines, where news events are traded without human intervention. In the next segment, we will look at the profitability of news analytics based quantitative strategies for different scenarios. We will also look at some common pitfalls while using news analytics, and current developments in the usage of news analytics in trading. In the last segment, we will explore machine-learning methodologies for building quant strategies which use news analytics as feeds.

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