Research and Development of a systematic, overnight, long-only, Sharpe 1 small-cap cash-equities trading strategy.- Market data capture and storage using concurrent, RESTful APIs in Python. Sanitized 1s OHLC data for 5,000 tickers for feature generation and research. Used in production trading.- Trading model selection and assessment in Python.- Research, development and indexing of momentum-based indicators from close to open. Training and testing performed on randomized 60/40 splits of a 5-year trailing window.- Realized daily returns of 19bps vs out-of-sample estimate of 200bps.- Execution via interactive brokers posting 80% capital for margin, borrowing and risk-management and 20% for realized trading.

5,000+ hours of service over 8 years supporting golfer experience.- Provided expert shot advice by analyzing environmental conditions and player ability. Improved player average score by 1.2% and increased number of hours worked by 40%.- Optimized player pacing through golf course and improved play logistics to reduce average play time by 15%.