Applying statistical techniques to generate pair trading signals across 200+ instruments
Multi-scenario stress testing with portfolio-level greeks and P&L simulations
Multi-account order execution and monitoring tool to improve fills and reduce slippage across multiple accounts.
Proprietary model to capture pre-earnings vol expansion, post-earnings vol crush and earnings beat.
Leveraging momentum principles to allocate to equity, commodity, fixed income and deliver superior risk adjusted returns.
Building systems around index rebalances, election / budget, central bank policy meetings and other key events.
Open to discussing trading strategies, quantitative research or any other relevant opportunities.
