Harry Dhindsa.

G10 Rates Derivatives Associate — Silvertide

After 3 years trading equities derivatives at Goldman Sachs — market-making a multi-billion dollar synthetic funding book, running basis arbitrage, and pricing structured trades — I left to develop systematic strategies in the FX and Rates space and externally contribute to a Macro Fund. I now work as a G10 Rates Derivatives Associate at Silvertide — producing Quantamental ideas focusing on G3 STIR Vol and G10 RV.

Ideas & Analysis

Quantamental trade ideas and thematic research across G3 STIR Vol and G10 Rates RV. Click any note to open the full PDF.

Projects

Self Employment — 100% Owner / Creator Backend-to-Frontend
Founder

QuantDesk — AI Quant Team

Building AI Teams for Portfolio Managers

Designing and deploying autonomous AI research teams that replicate the structure of an institutional quant desk — operating 24/7 across the full research and trading lifecycle. Have your own team of AI agents covering the entire spectrum of systematic research, development, and execution.

  • Quant Researcher: Mathematician and signal architect constructing structured trading strategies grounded in statistical theory, financial research, and economic intuition. Develops hypotheses, formalizes signal definitions, and designs robust testing frameworks.
  • Quant Developer: Implements strategy specifications into production-grade backtesting frameworks. Ensures correct signal lagging, cost modelling, walk-forward validation, and reproducible research pipelines.
  • Quant Trader: Oversees live and paper strategy monitoring. Evaluates real-time performance versus expected distributions, tracks execution quality, and assesses regime shifts or performance drift.
  • Data Analyst: Maintains data integrity across asset classes. Sources, cleans, normalizes, and structures market and research datasets for downstream modelling and signal construction.
  • Risk & Validation Officer: Independent audit layer enforcing statistical discipline. Reviews strategy robustness, detects overfitting risk, validates out-of-sample integrity, and stress-tests assumptions.
  • Orchestrator: Coordinates the full AI research pipeline. Manages agent workflows, scheduling, logging, and reporting — ensuring continuous research velocity and structured output.
Designed for Portfolio Managers seeking
Institutional Research Infrastructure Continuous Strategy Generation Controlled Experimentation Transparent Validation Scalable Quant Tooling
Independent

Quantitative Trader / Researcher

  • Implemented bespoke systematic systems and dashboards for Portfolio Managers running Macro Discretionary Strategies at Pod shops.
  • Built probability-based algo for Polymarket BTC binary markets using diffusion models, probability calibration, and order-flow microstructure. View Dashboard →
  • Running Macro RV, Cross-Sectional Momentum, Stat-arb Systematic Strategies. PCA, HMM, MS-VAR, CPD, LSTM. See Strategies →
  • Single stock quantamental strategies.
Python Interactive Brokers Binance Alpaca Streamlit
Founder

Prediction Markets Analytics Platform pmanalytics.vercel.app →

  • Implemented probability distribution modelling, order-flow imbalance metrics, cross-platform arbitrage scanners, and anomaly detection across binary event markets.
Python Probability Modelling Order Flow Vercel
Founder

HDAlgos hdalgos.com →

  • Built and shipped 25+ proprietary TradingView indicators, integrating trend models, regime detection, PCA-based residual signals, and volatility systems.
  • Built the full web platform end-to-end (React, Tailwind, Supabase, Stripe, Vercel) including authentication, subscription infrastructure, and API integrations.
  • Released an open-source indicator which became one of TradingView’s fastest-growing scripts within 24 hours.
React Tailwind Supabase Stripe Pine Script
Founder

Zayalana zayalana.com →

  • Implemented LLM chatbot (Claude Sonnet 4.5), including embeddings, memory modules, and context retrieval via RAG architecture.
  • Python-based scraping engines to extract data across multiple marketplaces (Shopify, TikTok, Amazon, AliExpress).
Python Claude API RAG Web Scraping Next.js
Founder

WhoWereYou App Store →

  • Find Mode: Post anonymous descriptions of someone you noticed in real life — location, time, details. The other person can claim the sighting, and if both confirm, you match.
  • Play Mode: Browse real profiles and curate a shortlist of up to five people you’re genuinely interested in.
  • Built-in safety features: anonymous by default, content filtering, reporting tools, and in-app safety guidance.
iOS Swift Full-Stack

Get in Touch

Interested in discussing rates markets, systematic strategies, or collaborating on a project?

Systematic Strategies

A selection of the systematic strategies I’ve developed and run across macro, crypto, and equities. This is not an exhaustive list — the full research workspace contains many more signal families, backtesting frameworks, and experimental systems.

01

Relative Value Pairs

Mean Reversion

Focuses on price gaps between related markets and looks to capture reversion when those gaps normalize.

02

Esoteric Trend Following

Momentum / Trend

A diversified trend strategy that aims to participate in sustained market moves across assets.

03

ES Basis Mean Reversion

Spread / Basis

Targets temporary mispricings in index futures basis and mean-reversion opportunities.

04

Crypto Cross-Sectional Momentum

Long/Short Crypto

A long/short crypto momentum portfolio designed to capture relative strength while controlling overall market exposure.

05

Quantamental Equity Selection

Cross-Sectional Equities

Systematic stock selection using a blend of value, quality, and growth signals.

06

LLM Portfolio Manager

Macro Narrative / AI

An AI-assisted macro process that turns market data and events into structured trade ideas.

07

Prediction Market Strategies

Event-Driven / Probability

Event-driven strategies in prediction markets focused on probability mispricings and cross-venue opportunities.