About the Reviewer

Nikhil Borkar holds a CQF designation and a postgraduate degree in quantitative finance. He also holds certified financial crime examiner and certified anti-money laundering professional qualifications. He is a registered research analyst with the securities and Exchange Board of India (SEBI) and has a keen grasp of laws and regulations pertaining to securities and investment. He is currently working as an independent FinTech and legal consultant. Prior to this, he worked with Morgan Stanley Capital International as a Global RFP project manager. He is self-motivated, intellectually curious, and hardworking. He loves to approach problems using a multi-disciplinary, holistic approach. Currently, he is actively working on machine learning, artificial intelligence, and deep learning projects. He has expertise in the following areas:

• Quantitative investing: equities, futures and options, and derivatives engineering
• Econometrics: time series analysis, statistical modeling
• Algorithms: parametric, non-parametric, and ensemble machine learning algorithms
• Code: R programming, Python, Scala, Excel VBA, SQL, and big data ecosystems.
• Data analysis: Quandl and Quantopian
• Strategies: trend following, mean reversion, cointegration, Monte-Carlo srimulations, Value at Risk, Credit Risk Modeling and Credit Rating
• Data visualization : Tableau and Matplotlib