Personal Information
Organização/Local de trabalho
Zürich Area, Switzerland Switzerland
Cargo
Trader/ Algorithmic Systems Developer
Setor
Finance / Banking / Insurance
Sobre
Develop programmable trading concepts
Coding strategies in C#.
Test strategies for statistical significance and robustness by optimizing on sample data using genetic algorithms and testing on out-of-sample data.
Simulation and live deployment of strategies
Discretionary trading long/short financial derivatives.
Currently transitioning a long/short SnP intraday algorithmic system, with a performance of 32% annualized, from live simulated execution to live markets.