Rutuj Warungase

• Building a proprietary trading firm in commodities, FX and digital assets such
as cryptocurrencies, capital allocation, and investor relations
• Developing and scaling a full quant assisted strategy-creation and execution
stack, enabling rapid strategy deployment, robust signal generation, and insti
tutional execution standards and successfully managed $500k+ trading capital
to compound returns and support sustainable growth
• Designing and executing hybrid discretionary strategies integrating macro re
search and algorithmic models, generating $225K+ gross profit (45% ARR,
68% win rate, and 2.3:1 risk-reward ratio)
• Leading portfolio construction, risk architecture, VaR modeling and drawdown
discipline (10%), improving execution efficiency by 15%

• Analysed CBOT grains derivative curves, currencies and U.S. interest rates,
making consistent, profitable decisions
• Effectively managed risk with structured (calender spreads, butterflies etc.) and
naked products, maintaining accuracy of 65%+ with a risk-reward ratio of 2:1
• Assisted medium-frequency algo-trading strategy development, achieving a
profit factor of 1.8 with 5% drawdown
• Generated over $100, 000 of gross profits in the calendar year 2023-2024

• Performed analysis on terabytes of market data in R to extract meaningful in
formation with tools like indicators, Fibonacci retracement and ratios
• Backtested the strategy with $10, 000 in virtual money and found total PandL
of $ +1793.06 (17.93%) in total over 8 weeks
• Handled a live client portfolio for the last 3 weeks of internship and achieved
5.32 percent return on capital (RoC)