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Capital Markets

  • Dr. V.Sridevi

    Professor Finance, at JAGSoM

    An academician with 21 years of teaching, research, and corporate training experience. Dr.Sridevi was part of a faculty led research project on Mutual Funds- a study on expense ratio to SEBI, which led to many actions by the regulator. She worked on content development project related to capital markets for a leading MNC. Dr.Sridevi currently teaches Indian Financial system and Markets at JAGSoM.

  • Dr. Gopala Raghuram

    Associate Professor, JAGSoM

    Before his entry into academics, Dr Raghuram was with Zacks Research Private Limited (the Indian subsidiary of Zacks Investment Research, Inc., Chicago, USA) worked in the area of Quantitative Equity Portfolio Management (QEPM).

    Dr Raghuram is a PhD from the Institute of Management, Nirma University, Ahmedabad. He formulated and defended his PhD thesis proposal as an exchange research scholar at the Mexico state University, USA. He has held full time faculty positions earlier with schools like FLAME, SIBM and SASTRA.

    Dr Raghuram’s research interests include anomalies of the Capital Asset Pricing Model (CAPM), the Fama-French three-factor model and the Adaptive Market Hypothesis.

  • Prof. Jitender is a prolific equity researcher, portfolio advisor and a senior executive running financial organizations. He has over 16 years of experience in the fields of Equities, Mutual Funds, Derivatives, Fund Management and Research with various financial firms including an Asset Management Company. He also serves as a Visiting Faculty to several tier-1 Management Institutes for more than ten years. Prof. Jitender holds CFA designation from CFA institute.

  • A very popular Professor in Finance Area, Dr. Bagga is a practicing Chartered Accountant, Financial Consultant, Auditor & Valuation Analyst, Senior Partner at N.B. & Co., a CA firm. He is also a trainer with NISM, ICICI Securities and Imarticus. He is a Strategic HR Consultant, Committee Member at ICAI, having a rich experience of more than 25 years.

  • Ashuthosh Dave: FRM

    Senior Associate, Research and Content at Quantinsti

    Ashutosh holds a Masters in Statistics with distinction from the London School of Economics (LSE) and is a Certified FRM (GARP). He is also the co-author of A rough and ready guide to Algorithmic Trading (QuantInsti, 2020). Ashutosh has more than a decade of experience in the area of financial derivatives trading and quant finance. Apart from contributing to the overall content development at QuantInsti, he teaches Python in our flagship programme EPAT.

  • Jay Parmar

    Associate, Research and content at Quantinsti

    Jay comes with several years of experience in the BFSI industry across various roles and is actively engaged in content development for quant finance courses. is passionate about algo trading. He comes with a natural flair to programming given his formal computer science background. He enjoys developing automated trading systems and active research interests in applications of machine learning models in various aspects of trading.

    He is expert in building backtest systems and options trading. Jay is the co-author of Python Basics: With Illustrations from the Financial Markets (2019) and holds a Bachelors’ in Computer Engineering.

  • Rekhit Pachanekar

    Quant Researcher, Quantinsti

    Rekhit has studied Computer Engineering and completed his PGDM from IIM Indore.

    At Quantra, he researches trading strategies and how they are applied in the real world. From swing trading to momentum trading as well as position sizing, he likes to use them on particular stocks and analyse their performance.

  • Ishan Shah

    Quant researcher

    Ishan Shah leads the content & research team at Quantra by QuantInsti. Prior to that, he worked with Barclays in the Global Markets team & with Bank of America Merrill Lynch. He has a rich experience in financial markets spanning across various asset classes in different roles.

    He is expert in data modelling, statistics, machine learning and natural language processing, Statistical Arbitrage and Options.

  • Vivek Krishnamurthy

    Head Research and Content at Quantinsti

    Vivek teaches Python for data analysis, building quant strategies and time series analysis to our students across the world. He has over a decade of experience across India, Singapore and Canada in industry, and academia.

    He has trained mid and senior-level executives in corporate finance, financial modeling, quantitative finance and portfolio theory at Larsen & Toubro, Credit Suisse and other organizations.

    He is the co-author of Python Basics: With Illustrations from the Financial Markets (2019) and A rough and ready guide to Algorithmic Trading (2020).

  • Viraj R.Vyas


    Technical and Derivatives Analyst at BOB capital

    Viraj teaches technical analysis. His job involves Observing patterns of the stock market to make calculated predictions about its future performance and shares high-probability trading opportunities. He trains students in identifying entry and exit opportunities using technical analysis.