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Speaker "Amit Kaushik" Details Back

 

Topic

Impact of inclusion of Cryptocurrencies on a traditional asset portfolio

Abstract

An analysis of crypto markets from a quant perspective and show how various crypto portfolios compare against traditional assets/portfolios, e.g., FX, Precious Metals, Crude Oil etc. This should help the audience understand how a crypto exposure will affect the portfolio performance. Ideally, an investor or PM would take a small exposure to crypto and will see enhanced Sharpe ratios.

Profile

Amit is the head of quantitative research and PM at Blockseed Investments, New York. His fund invests in digital assets and cryptocurrencies using quantitative and systematic strategies. Amit is an investment professional with over twelve years of Wall Street Sell Side and Buy Side experience. He is a successful quantitative researcher with extensive experience in modeling and development of Interest Rate Structured Products, Commodities Exotics, and Cross Currency Correlation Options. His experience includes quantitative strategist/researcher/analyst roles with the structured products trading desk at the Bank of America, commodities and rates exotics derivatives at the Barclays, and commodities and FX at the Millennium Management. Amit received an MS focussed on quantitative research in Business from the Penn State and an MS and BS in Engineering from IIT Bombay. He holds the Chartered Financial Analyst® and the Certificate in Quantitative Finance® designations.