Research Analyst
CurrentWeekly 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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@itcmarkets.com
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David Donovan is listed as Research Analyst at In Touch Capital Markets at In Touch Capital Markets, based in London, England, United Kingdom. AeroLeads shows a work email signal at itcmarkets.com and a matched LinkedIn profile for David Donovan.
David Donovan previously worked as Research Analyst at In Touch Capital Markets and Trading Strategies Developer (Part Time) at Updata Plc. David Donovan holds Bsc, Theoretical Physics from University College London, U. Of London.
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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
Listed skills include Statistical Arbitrage, Trading, and Market Data.
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Weekly Volume & Open Interest Reports for EU/US Fixed Income/Equity Index FuturesC# Applications for visualising massive data sets.Bloomberg C# API.
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#.
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 works for In Touch Capital Markets.
David Donovan is listed as Research Analyst at In Touch Capital Markets at In Touch Capital Markets.
AeroLeads has found 2 work email signals at @itcmarkets.com for David Donovan at In Touch Capital Markets.
David Donovan is based in London, England, United Kingdom while working with In Touch Capital Markets.
David Donovan has worked for In Touch Capital Markets, Updata Plc, and Hamilton Court Llp/Kyte Group.
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David Donovan holds Bsc, Theoretical Physics from University College London, U. Of London.
David Donovan is listed with skills including Statistical Arbitrage, Trading, and Market Data.
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