Quantitative Developer
Beşiktaş, İstanbul, Türkiye
- Applied PCA to reduce dimensionality and identify key components in asset data for pairs trading strategies.
- Utilized DBSCAN clustering to group assets with similar historical price behaviors, aiding in the selection of optimal pairs for trading strategies. Implemented and evaluated pairs trading strategies, retrieving.
- Developed GUI applications in Python to assess asset performance over specified time intervals, incorporating functionalities for filtering based on trading strategies, sorting, and other user-defined criteria.
- Designed and implemented a user-friendly GUI application to track the trading activities of companies, enabling users to identify which companies longed or shorted specific assets during designated time slots on a.
- Developed a portfolio optimization program, generating optimal portfolios and conducting performance testing relative to BIST30.
- Applied quantitative analysis techniques to evaluate the effectiveness of various trading strategies, including pairs trading, and presented findings to the team.