Personal Information
Unternehmen/Arbeitsplatz
London, United Kingdom United Kingdom
Beruf
Quantitative Researcher
Branche
Finance / Banking / Insurance
Info
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...
Tags
options
garch
riskmetrics
volatilità
arch
trading
portfolio analysis
volatility
econometric analysis
var models
vec models
quantitative finance
futures
matlab
energy trading
Mehr anzeigen
Präsentationen
(1)Dokumente
(4)Personal Information
Unternehmen/Arbeitsplatz
London, United Kingdom United Kingdom
Beruf
Quantitative Researcher
Branche
Finance / Banking / Insurance
Info
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...
Tags
options
garch
riskmetrics
volatilità
arch
trading
portfolio analysis
volatility
econometric analysis
var models
vec models
quantitative finance
futures
matlab
energy trading
Mehr anzeigen