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...
