David Donovan

David Donovan Email and Phone Number

Research Analyst at In Touch Capital Markets @ In Touch Capital Markets
David Donovan's Location
London, England, United Kingdom, United Kingdom
David Donovan's Contact Details

David Donovan personal email

About David Donovan

Excel VBA and C# applicationsMATLAB programming.Statistical Arbitrage Based Trading Systems:- Augmented Dickey-Fuller Tests-Ornstein–Uhlenbeck Process-Finding Cointegrated Baskets of Stocks With a Future or ETF-Chebyshev Polynomial Interpolation-Writing to Bloomberg API

David Donovan's Current Company Details
In Touch Capital Markets

In Touch Capital Markets

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Research Analyst at In Touch Capital Markets
David Donovan Work Experience Details
  • In Touch Capital Markets
    Research Analyst
    In Touch Capital Markets Sep 2015 - Present
    Weekly Volume & Open Interest Reports for EU/US Fixed Income/Equity Index FuturesC# Applications for visualising massive data sets.Bloomberg C# API.
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  • Updata Plc
    Trading Strategies Developer (Part Time)
    Updata Plc Sep 2009 - Present
    Coded over 1000 trading systems/indicators from industry publications, trading magazines/books/blogs & client requests.Integrating existing Excel macro based strategies into system.Writing Portfolio tracking applications in VB.Net & C#.
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  • Hamilton Court Llp/Kyte Group
    Algorithmic Trader
    Hamilton Court Llp/Kyte Group Jan 2006 - Sep 2008
    Algorithmic Trading-Researching strategies, back testing on tick data, Monte Carlo analysis of drawdowns.-Yield curve modelling.-Beta neutral position sizing.-Responsible for own account.
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David Donovan Skills

Statistical Arbitrage Trading Market Data

David Donovan Education Details

Frequently Asked Questions about David Donovan

What company does David Donovan work for?

David Donovan works for In Touch Capital Markets

What is David Donovan's role at the current company?

David Donovan's current role is Research Analyst at In Touch Capital Markets.

What is David Donovan's email address?

David Donovan's email address is da****@****ata.com

What schools did David Donovan attend?

David Donovan attended University College London, U. Of London.

What skills is David Donovan known for?

David Donovan has skills like Statistical Arbitrage, Trading, Market Data.

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