Board of Advisers

Dr. Avinash Karingam


Avinash has a PhD in Applied Mathematics (Fluid Dynamics) and research experience in quantitative financial and computational engineering. Avinash has specialized in quantitative models, product management and quantitative risk management.

Developed various quantitative models to project the company's financial potential:

  • Stochastic analysis and processes, stochastic modeling, statistics and Probability models of risks, Partial differential equations, financial mathematics of security markets and data mining, utilizing multi variate analysis, multiple regression models etc.
  • Implemented spread trading, option market making and derivatives trading strategies platforms
  • Developed Financial Algorithmic trading Quant Models
  • Developed directional and volatility models such as Dynamic Trend Lines, Divergence, Patterns, Volatility Quant Skew models, GWAP and etc for financial trading platform
  • Developed and implemented HFT and alfa generating trading models on the option market making, Spread trading of Equity and futures of various asset classes such as Indices, Currencies, Commodities and Equities etc. under the framework of Money Management and Risk Management

Emmanuel Dasi


Mr. Dasi has a triple Master's degree in MSc. in Mathematics, MSc. in Statistics and MCA Computer Science. Over 20 years of experience in the research and he headed the Statistical department. He worked at TCS & Ford IT Services and designed and implemented credit modeling. Currently positioned as a Executive Director and Risk Officer in Pricing Derivative, Risk Management and specially trained in Risk Management in London, UK.

He designed and implemented algorithms for relative value arbitrage based on CAPM and Arbitrage Pricing Theory (APT) for national and international-pairs. Supervising and coordinating trading strategies for the Statistical Arbitrage Models, VWAP and Equity and Derivative Markets.