Ausija Bhattacharjee
Senior
I'm a Senior Analyst in Quantitative Research at NEFS Quant and a second year Economics student. I'm interested in investment research, macro and equity markets, especially how information gets reflected in prices and figuring out when something has already been priced in. Most of my work at NEFS has been on the research side, particularly statistical modelling, time-series analysis and work on a synthetic market. Outside of finance, I enjoy travelling, following geopolitics, dabbling in OSINT, and spending far too much time playing Arma Reforger
- Finding Alpha in Random Noise: If none of your signals contain any information, why can one of them still produce a good backtest? A simple experiment in multiple testing, overfitting and out-of-sample…
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