Hemang J.

I am an MBA Finance professional with 10+ years of experience in derivatives trading, equity research, and quantitative strategy development across U.S. and Indian markets. I specialize in building data-driven options strategies and delivering institutional-grade analysis designed for real market conditions. My approach combines practical trading experience with quantitative research to help clients improve performance, manage risk, and develop scalable trading systems. Core Expertise Options & Derivatives Strategy Development • Volatility trading, earnings strategies, and structured options setups • Advanced strategies including Iron Condors, Butterflies, Calendars, Ratio Spreads, and defined-risk options structures • Intraday and positional systems focused on capital efficiency and risk-adjusted performance • Long-term stock selection and investment frameworks using options strategies • Risk management using options, Greeks, and volatility-based positioning Equity Research & Valuation • Fundamental equity research and company-level analysis • DCF valuation, comparable company analysis, and financial modeling • Earnings analysis, earnings call transcript research, and event-driven research workflows • Pre-earnings, post-earnings, and mid-quarter analysis reports Quantitative Analysis & Backtesting • Strategy validation using historical and high-frequency market data • Performance optimization and statistical evaluation • SPX and options backtesting systems • Volatility regime analysis and scenario testing Risk Management • Portfolio risk control using Greeks and volatility metrics • Position sizing, drawdown control, and capital preservation • Risk/reward analysis and portfolio exposure monitoring Data & API Integration • Market data integration using iVolatility, Polygon, Theta Data, and Databento APIs • Options chain analysis and volatility surface modeling • Financial data pipelines, reporting systems, and analytics workflows AI & Automation • AI-assisted financial research using Claude Code and agentic AI tools • Automation of trading analysis, reporting, and research workflows using Python Tools & Platforms • Python, SQL, Advanced Excel • Interactive Brokers, Thinkorswim, TradingView, TradeStation, AmiBroker, NinjaTrader, Greeks.Live Certifications • NISM Equity Derivatives • NISM Commodity & Currency Derivatives • Python & SQL for Data Science Recent Projects • Built a quantamental research platform integrating quantitative analytics, fundamental research, valuation frameworks, options analysis, portfolio monitoring, screening systems, and financial dashboards into a unified research workflow • Developed SPX options backtesting and volatility research systems using large-scale historical options data Professional Approach • Execution-focused and data-driven decision making • Strong emphasis on robustness, scalability, and real-world applicability • Experience across multiple asset classes and volatility regimes • Focused on long-term professional collaborations and high-quality structured work Thanks