Summary

  • Ph.D. (Operations Research), Columbia University Graduate School of Business (New York, USA)
  • M.A. (Physics) Texas Christian University (Texas, USA)
  • B. Tech. (Electronics and Communications Engineering) IIT Kharagpur (India).

Dr. Debashis Guha

Dr. Guha has over 30 years global experience working and teaching as a quantitative finance professional and economist. He has conducted research in many areas of economics, finance and quantitative analysis, including macroeconomic forecasting, asset allocation, risk management, machine learning, and queueing theory. He has also applied this research to practical business problems, and has advised governments, central banks, major corporations on macro forecasting, policy analysis, revenue forecasting, product positioning and strategy formulation. He has also been a consultant to hedge funds in USA, Europe and Asia on high frequency and algorithmic trading.

He is the Founder and Managing Director of Big Sky Quantitative Research, a Bangalore based investment consulting firm, where he designed and implemented high frequency trading algorithms based on limit order book modelling using queueing theory and machine learning, factor portfolios for emerging markets, a new macro-based tool for more accurate risk measurement, as well as new asset management methods and exchange rate determination models.

Before founding BSQ Research, he was Managing Director and Head of Quantitative Research for Big Sky Capital LLC, a hedge fund based in Santa Monica, California. He developed macro themes and new risk management framework for a 250 MM USD hedge fund.

He began his career in the 1980s as Economist at Center for International Business Cycle Research at Columbia University in New York. He also served as Director for several New York based economic and financial research firms, including Alphanomics Inc., the Foundation for International Business Cycle Research, and the Economic Cycle Research Institute.

He was Consulting Associate, Fixed Income Strategy research with J P Morgan Chase, New York, where he supported clients and JPM trading desks on Futures and Options analytics.

He has also served as a member of Faculty at the Administrative Staff College of India, Hyderabad, India in 1995-96 where he taught Strategic Management. He has also taught at Columbia University, University of Texas at Dallas and Texas Christian University.

X
Need Help?

NEED HELP?

You can call us on +91-8976993621 or email us your contact details if you would like a call back

(This service is normally available between 9.00 AM and 9.00 PM all the day. At all other times, please submit an email request.)