Siddhant Shah

About / Experience

Experience.

Where I have worked, and what I actually did there.

  • Oct 2024 - Present · Boston, MA

    Boston University, Department of Computer Science

    Research Assistant

    • Developed and back-tested proprietary trading strategies comparing Mean Absolute Deviation (MAD) vs. Markowitz mean-variance optimization across 9 sector ETFs, implementing risk-constrained portfolio construction and rebalancing algorithms with associated performance analytics including Sharpe ratios, MDD, and transaction cost analysis for alpha generation.
    • Conducted research on momentum-based trading strategies in crude oil ETFs and futures, developing long-short models yielding up to 19.9% annualized returns over an 18-year testing period. Published in Stocks & Commodities Magazine (September 2025).
    • Developed a strategy leveraging overnight silver returns to predict Bitcoin price movements, exhibiting lower drawdowns in a 10-year backtest. Published in Stocks & Commodities Magazine (June 2025).
    • Developed probabilistic framework to reduce computational overhead in model fine-tuning, using various distributions to estimate Random Forest performance, achieving less than 3% relative error size across varying configurations. Published as 'Estimating the Accuracy of a Bagged Ensemble' (DOI:10.5121/mlaij.2025.12106).

    Python, scikit-learn, Pandas, NumPy, PyTorch, TensorFlow, R, SQL, Git, Back-testing, Research

  • Jul 2024 - Aug 2024 · Mumbai, India

    Raising A Mathematician Foundation

    Program Operations Intern

    • Spearheaded the Maths Circle Initiative by RAM Foundation in India, leading a team of five overlooking data-driven business expansion and leveraging analysis of applicant data to identify high-potential markets for educational programs.
    • Implemented project management infrastructure using Jira, Confluence, and Slack to streamline task tracking, documentation, and communication between cross-functional teams.

    Python, Microsoft Office (Excel, Word, PowerPoint), Jira, Confluence, Leadership

  • May 2023 - Jul 2023 · Mumbai, India

    Fino Payments Bank

    Data Science Intern

    • Built a database of 6,000+ government-sponsored financial schemes, leveraging PySpark and pattern recognition on customer-level transaction data, to generate analytical insights and presented a revenue growth strategy that could 2x revenue.

    Python (PySpark), R, SQL, Microsoft Office (Advanced Excel & VBA, Word, PowerPoint), Stakeholder Communication

  • May 2023 - Jul 2023 · Mumbai, India

    Greater Mumbai Science Teachers' Association

    Mathematics & Physics Teacher

    • Helped students prepare for the various stages leading up to the International Junior Science Olympiad.

    Quantitative Reasoning, Data Interpretation, Scientific Communication, Leadership and Mentorship

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