EPAT Faculty > Dr Gaurav Raizada
Dr Gaurav Raizada
Founder, iRage
Visiting Professor, IIM Ahmedabad
About the Faculty
Dr Gaurav Raizada is a Co-founder of iRage, where he focuses on developing trading strategies, optimising systems, and reducing latency. His earlier role as a derivatives trader at Axis Bank gave him in-depth knowledge of Forex and interest rate markets.
Dr Raizada holds a Ph.D. in Financial Econometrics from IIT Bombay, along with qualifications from IIM Lucknow and IIT Kanpur. His research includes studies on market efficiency and statistical anomalies in financial markets.
His paper on ‘Trading Durations and Realized Volatilities’ was acknowledged at the 46th Annual Meeting of the Decision Sciences Institute, Seattle, WA, USA. His paper on ‘Commodity futures market efficiency in India and its effect on inflation’ was acclaimed by Social Science Research Network (SSRN).
Dr Raizada is an avid chess player, reflecting his interest in strategy and analytical thinking.
Dr Raizada’s combined expertise in quantitative trading and research makes him an excellent mentor for those seeking to develop robust trading strategies grounded in solid theory.
EPAT Teaching
Dr Raizada, a Market Microstructure expert and a key contributor to the EPAT curriculum since 2010, has played a pivotal role in shaping the course. Drawing on his deep expertise, he developed the Market Microstructure module, which introduces participants to the core concepts of market microstructure and order books, laying the groundwork for building high-frequency trading strategies. The module also delves into the practical implementation of Markov models, offering valuable insights into their use in trading.
Read more about the full module here.
Webinars Conducted
Order Book Dynamics in High Frequency Trading [WEBINAR]
2015
Latency War - the Present & the Future
2014
