Quantitative Research Engineer
Current- Signals and Strategy Research — Developed processes to fit models on market movements. Explored the effect of sampling schemes, objective labels, model selection criteria, and meta strategy parameters on backtest simulations and live performance. - Data Pipeline — Designed and owned a system to parse market events for live trading strategies or capture market events for model training. - Infrastructure — Designed a nightly AWS ETL pipeline to format multiple exchanges' data to efficient formats for model training that could also be used to backfill historical data. Managed infra to remotely manage and deploy strategies.