Sheth is a data scientist, quant consultant, and tenured professor at Saint Mary’s College in Moraga. Currently he is at MIT helping them launch their Finance MicroMasters program. Prior to that, he was an economist with Deloitte Tax and taught at various departments at the University of California, Berkeley including the Haas School of Business. He has advised numerous firms via his consulting firm, Gaji Analytics, where as a data scientist, his primary job is to find patterns and actionable insights from data. He has numerous peer-reviewed journal publications, and his work has been presented at several conferences around the world. His first book – Optimal Operating Strategies Under Stochastic Cash Flows – was published in 2011. He has an Erdös number of 2.
In this paper, the authors show the connection between equities and foreign exchange markets via this window, they leverage this connection using an algorithmic trading strategy and rank various statistical techniques used to make predictions for trading…