Gautam Mitra

Gautam Mitra

GAUTAM MITRA

CEO, OptiRisk / UNICOM

Biography

Gautam Mitra is the founder and the MD of OptiRisk Systems. He is an internationally renowned research scientist in the field of Operational Research in general and computational optimisation and modelling in particular. He has developed a world class research group in his area of specialisation with researchers from Europe, UK, USA and India. He has published five books and over hundred and fifty research articles. He is an alumni of UCL and currently a Visiting Professor of UCL. In 2004 he was awarded the title of ‘distinguished professor’ by Brunel University in recognition of his contributions in the domain of computational optimisation, risk analytics and modelling. In OptiRisk Systems he directs research and actively pursues the development of the company as a leader in the domain of financial analytics. Professor Mitra is also the founder and chairman of the sister company UNICOM seminars. OptiRisk systems and UNICOM Seminars also have subsidiaries in India.

ENHANCED TRADING STRATEGY USING: SSD, INDEX FUTURES, AND FEAR INDEX (VIX FUTURES)

The problem setting

  • Choice of Asset Classes (Futures)
  • Asset Allocation Model
  • Strategy flow
  • Results, critique and enhancements of the strategy
  • Where we are heading (Research and Business)