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Overview and Portfolio Highlights


Welcome to the homepage of Dr Nikhil Shenai. I founded my own company, called E K Technologies, in 2012. Through it I provide appropriate solutions for quantitative consulting and training needs. Please feel free to contact me with any queries at Below are selected highlights from my portfolio of work. The "Testimonials" page of this website shows further client feedback.





In more detail, my key offerings are:

1) Quantitative Consulting:

Algorithmic / Automated / Systematic Trading

Algorithms and programs to assist your trading. Regardless of your desired level of automation, bespoke programs can speed up your identification and evaluation of opportunities and the execution and management of trades. I have assisted with the following:

                   Strategy Automation and Analysis / Alert Facilitation

                   Backtesting and Optimisation

                   Data Collection and Storage

Data Science / Machine Learning / Artificial Intelligence / Statistics / Econometrics

Models and frameworks to help your analysis. Regression and SVM methods from Machine Learning can be combined with ARIMA and Cointegration modelling from Econometrics. I have conducted the following:

                   Estimation, Forecasting and Simulation of Stochastic Processes

                   Model Dynamics Derivations and Validation

2) Quantitative Training:

Training to improve your understanding, whether for professional development or a qualification. Based on your learning needs, I will design a customised course to help you reach your goals. I have trained clients in the following areas:

Programming: Python, Matlab, R, SQL, Java, C++, MQL4 (for retail algorithmic trading)

Data Science / Machine Learning / Artificial Intelligence / Statistics / Econometrics

Mathematics for Economics and Finance

Theory of Finance (NPV, CAPM, Derivatives, Modigliani-Miller)




I have a PhD in Financial Econometrics and MSc in Finance from Imperial College London, and a BA in Economics from Cambridge University. My PhD specialised in long memory stochastic processes for high frequency data. I also have extensive experience in Matlab, C++, MQL4 and SQL.


Post-PhD I have worked on building and selling my own trading systems and software, and training clients to enable them to understand quantitative subjects such as Finance, Econometrics, Mathematics and Programming.


Pre-PhD I worked for Accenture for 4 years, focussing on the area of Business Intelligence / Data Warehousing. 


Current Research




Previous Work

Creation of customised Trading Signals and Execution Algorithms for fully and semi-automatic trading

Creation of customised Scripts to aid analysis for fully manual trading

Automation and Backtesting of FX trading strategies in MetaTrader 4

Automation and Backtesting of Tennis betting strategies in Betfair
Simulation and Estimation of data from a new GARCH-like stochastic process
Comparison of alternative high frequency data (duration) models incorporating long memory and Kalman Filter estimation and forecasting
Empirical Analysis of trading volumes and long memory patterns across timeframes for FTSE 100 data

Theoretical Analysis of long memory in returns for a duration process

Previous Clients


Growth Enabler (

Rishi Gohill, Gohill Trading (

Argent Mayfair (Startup Hedge Fund)

Joe Branco, Forex Living (

Independent Traders (various)
Vedanta Trading Limited (
Professor Paolo Zaffaroni, Head of Finance Group, Imperial College Business School



CV and Theses


PhD Thesis

MSc Thesis


Artificial Intelligence

Self-Driving Robot

Video and Summary


Automated Trading Platform

REST Design

Streaming Design

Build Summary

Algorithmic Trading

Video Testimonial (MT4 / MQL4)

Video and Summary

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