Personal Information
Entreprise/Lieu de travail
London, United Kingdom United Kingdom
Profession
Quantitative Researcher
Secteur d’activité
Finance / Banking / Insurance
À propos
Designed and produced ad hoc analysis, reports and presentations for management. Communicated and worked along with the different business units.
Profitably managed Prop Shop invested in stocks , futures and options.
Developed HFT algorithms ,based on econometric studies (Statistical Arbitrage) to trade US Stocks and Futures , models (stochastic volatility jump diffusion,...) to trade energy options and models (Schwartz-Ross-type models,..) to trade Commodity Futures.
Developed effective quantitative volatility trading models ( GARCH and Stochastic volatility convergence models, Regime Switching using genetic algo...
Mots-clés
options
garch
riskmetrics
volatilità
arch
trading
portfolio analysis
volatility
econometric analysis
var models
vec models
quantitative finance
futures
matlab
energy trading
Tout plus
Présentations
(1)Documents
(4)Personal Information
Entreprise/Lieu de travail
London, United Kingdom United Kingdom
Profession
Quantitative Researcher
Secteur d’activité
Finance / Banking / Insurance
À propos
Designed and produced ad hoc analysis, reports and presentations for management. Communicated and worked along with the different business units.
Profitably managed Prop Shop invested in stocks , futures and options.
Developed HFT algorithms ,based on econometric studies (Statistical Arbitrage) to trade US Stocks and Futures , models (stochastic volatility jump diffusion,...) to trade energy options and models (Schwartz-Ross-type models,..) to trade Commodity Futures.
Developed effective quantitative volatility trading models ( GARCH and Stochastic volatility convergence models, Regime Switching using genetic algo...
Mots-clés
options
garch
riskmetrics
volatilità
arch
trading
portfolio analysis
volatility
econometric analysis
var models
vec models
quantitative finance
futures
matlab
energy trading
Tout plus