Pratyush Rathore

High Frequency Trader

Summary
Watching your code run is fun. Watching your code make money is more fun. Watching your code saving
people, a lot of time, is even more fun. The bliss is, watching your dad play with your son. I took a risk, when
I shifted back home to live with my parents. I had plans, back up of plans and back up of back ups, some
worked, some didn't. The last three years have been a roller coaster ride, trying to start a school, doing high
frequency start-up, understanding agriculture and learning a lot about myself. As of now, I don't know what
the future would bring, but whatever be the result, I am sure, the decision was the best I've ever made. For the
most part, I am an engineer at heart. I am fascinated by automation tasks and applied mathematics. I can add
a lot of value if you have a lot of time consuming tasks and want to scale systems. For the remaining part, I
love kids and I like to teach. I am a part-time teacher teaching high school students problem solving. I love
to come up with efficient algorithms and solving mathematical problems. If I were to choose one thing, I am
good at, I would defend this. Designing simulations, protocols and data formats, comes quite naturally. At the
implementation end, I am quite proficient with C++, Shell script and Perl, with years of experience. Networks,
Databases and intricacies of Linux are good too. I used to have a pretty good hand at Java, but haven't used it
much for five years, so brushing it up a little bit. I have introductory experience with web-stacks, mostly core
Javascript and python with mysql as backend. I have four years of experience in equities and futures, high
frequency trading and I understand the systems quite thoroughly. I excel at optimizing strategies, optimize
models and have real fun taking them to newer markets. I am looking for projects requiring about 40-50 hrs
a week, working from remote location. I cannot shift for family reasons. Hope, we can create a lot of value.
Thanks. :)

Experience
Tech Head & Co Founder at Infinity Algorithms Pvt. Ltd.
April 2012 - January 2014 (1 year 10 months)
Building a High-Frequency Trading company from scratch Product - - Processing all of F&O data generated
at the exchange - Logging, storing and broadcasting 30 GB of data in real time maximizing system
performance - Clean abstractions for easy expansion to other exchanges - Code-base for implementing
algorithmic trading ideas, for in-house and external traders with risk-control - Regression tools and
techniques for statistical modelling, running on multiple machines simultaneously for faster testing Automation of daily tasks and studies to scale up the trading strategies - Multiple strategies and models
trading about 10% of market share in selected futures with no significant execution failures in an year of
running - Automation of day trading strategies for traders running in hundreds of stocks simultaneously
Designed - - Communication protocol between strategies, data server and trade server - Simulation markets
for testing of strategies - Risk control measures at trade server and strategy level, handling communication
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failure and preventing losses due to human errors - Automation modules for daily tasks Programmed - - in
C++, Automation modules in Perl - Highly efficient, approaching the best in industry standards - Fast paced
design and development, 7 months from the conception of idea to first run in the market Team Structure - First experience with remote employment, as a remote co-founder employee - Team of three people, one
non-technical day-trader and two algorithmic traders including myself - Major responsibility of programming
and shared responsibility of designing the system
Algorithmic Trader at Tower Research Capital
May 2010 - November 2011 (1 year 7 months)
Role - - Responsible for nine exchanges doing more than 10% equity transactions in European markets
- Analyzing data and developing models/strategies for more than 200 tickers - Automation of model
generation running for more than 500 stocks - Automation of log file analysis, studies analyzing more
than 200 GB data daily - Developing tools for monitoring, detecting crucial bugs while trading in markets
minimizing executing risks using minimal computational and network resources Skills and team - Programming in C++, Perl, SQL - Team of 4-6 people including two mentors located in the US
Summer Intern at Microsoft
May 2009 - July 2009 (3 months)
- Microsoft SQL Server team for project Velocity as SDET - Designed, Documented and Implemented
automated Testing of Installer module for the project

Skills & Expertise

Python
C++
Data Structures
Java
Software Development
Perl
Algorithms
Linux
C
SQL
Programming
MySQL
Shell Scripting
Data Analysis
Analysis
Strategy

Education
IIT Bombay

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B Tech, Computer Science, 2006 - 2010

Grade: 8.9
Activities and Societies: Computer Science and Engineering Association, Student Mentorship Programme,
Football, Athletics, Creative Writing

Honors and Awards

All India Rank 13 in IIT JEE 2006 All India Rank 56 in AIEEE 2006 Gold Medalist at Indian National Physics
Olympiad 2006 Gold Medalist at Indian National Chemistry Olympiad 2006

Languages
English
Hindi

(Native or bilingual proficiency)

(Native or bilingual proficiency)

Volunteer Experience
Teacher at Abhinandan Education
April 2012 - Present (3 years 7 months)
Teaching high school students problem solving via Physics and Mathematics, three hours a day.
Experimenting with different methods of pedagogy, understanding human psyche and understanding myself.
Vision to grow the idea into a school, purchased lands for the same. I hope to live off it one day, but mostly
this is a for-fun venture instead of for-money or for-society one.

Projects
Question Bank, Abhinandan Education
June 2014 to Present
Members:Pratyush R.
The process of designing and formatting question papers and practice material is a very boring and repetitive
tasks. A 20 page paper can take as much as 2 days of work time to complete; in this project, brought that
down to less than 3 hours. Automated the whole process using Latex, HTML, Javascript, MySQL, Perl and
Python. Handling different types of questions, Subjective, Multiple Choice, Comprehension and Match The
Column, automating all the formatting concerns, concentrating only on the content.

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Pratyush Rathore
High Frequency Trader

Contact Pratyush on LinkedIn

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