Developed extensive software to model delta-neutral options strategies in R, Python, C# and other languages, including both a comprehensive back-tester in R and C# and a visual trade modeler (a "ONE or OptionVue Light") in JavaScript, F#, and C#. Built large multi-decade CME daily history database of every strike of every contract.Developed experimental API interfaces to IBKR and CTS T4. Worked with the publisher of a popular desktop trading platform which provides AI/ML trade recommendations including a proof of concept for them of using Meta-Labeling (Lopez de DePrado, Chan) to improve their existing AI-based trading systems. Used MLR3 in R with Random Forest and XGBoost, and worked on Feature Ranking and Selection and Feature Clustering.Tested Reinforcement Learning application to Trading.Extensive Trading of Futures and Index Options for Comintel Inc, including Options Index Strategies.

Non-employee Independent Consultant in Java DevelopmentMajor Java Desktop GUI Agent Insurance app (FEAP, predecessor of Policy Agent Desktop). Main implementor of the Membership Java Web Services which used an advanced Java object persistence framework (at my proposal) to access mainframe DB/2 databases directly. Major Telecom Web Services Implementation to Interface Workflow software with IBM z/Series Legacy Back-end vis Screen Scraping and CICS APIs, interfacing with Tranzax Business Process Management to automate key lines of business.

IBM Cary Development Labs (subcontract via Computer Intelligence Incorporated) VisualAge Test Group (Client-Server GUI Development Environment based on Smalltalk).

Consultant to Bank of Montreal in Toronto and Montreal. Project Leader for Focus Database Maintenance System Design and Implementation. Tuning of Large Financial Reporting System under MVS. Redesign of Financial Control System under VM to use FOCUS Database. Contracted Consultant (full-time) to Royal Bank Internal Timesharing Group. VM Systems Performance Measurement and Tuning, Capacity Planning, Development of Performance Analysis Tools for Interactive and Data Base Applications, and for Historical Capacity and Usage Tracking.Consultant to McCarthy Securities in Toronto. Implementation of LISP-based Expert System for Emergency Admissions at Hospital as University ofToronto Artificial Intelligence Project Audiology expert system.