Gurjas
Singh Batra
Research Analyst
Former fixed income trader and research analyst specializing in SOFR and US Treasury futures, and repo markets.
Profile
Markets, research, and the numbers behind them.
Futures trading and quantitative research across US and Canadian rates, backed by a Master of Finance and all three CFA levels cleared on the first attempt.
Trading
Market Analyst, Futures First (Hertshten Group)
- Traded US and Canadian rate and Treasury futures (Treasury, CGB, SOFR, Fed Funds, CORRA) on a US$500k portfolio
- Held a Sharpe ratio above 2.0 through hedging, position sizing and exposure analysis
- Worked with quant research on microstructure, lifting fill rate from 50% to 55%
Research
Models and analysis
- Built a jump-based pricing model that turns central bank meeting and funding-market expectations into trade decisions, at 99% accuracy
- Quantitative analysis of economic indicators in Python and Excel for trade and allocation decisions at ASG LLP
- Financial modelling and DCF valuation at Ernst & Young
Education
McMaster University, DeGroote School of Business
- Master of Finance, CGPA 3.9/4.0 (2023 to 2024), entrance scholarship for the top 5% of the cohort
- CFA: cleared all three levels on the first attempt
- BBA, Financial Investment Analysis, University of Delhi
Writings
Articles and essays.
Pieces from LinkedIn and Substack, newest first.