1.Research on the performance with the trading strategy by using the market indicators such as Turbulence and stock signals such as daily Tone, weekly Tone or monthly Tone, compared to the performance of Russell 1000.2.Research and Implementation of Time Series to show the impact of Macroeconomic Indicators, such as GDP, New Home Sales, Factory Orders, International Trade Balance, Consumer Confidence Index, Producer Price Index, on the stock prices of SPY which are crawled on the website.3.Use python library, such as pandas, re, request, beautiful soup, numpy, matplotlib, statsmodels.api, scipy, sklearn.ensemble and sklearn.svm to develop alpha and risk signals for institutional investors.4.Streamlined GUI system across nine projects using Macro and VBA, enabled cross-functionality between to share input data, increasing client’s efficiency during budget model application. 5.Reduced administration time by 10% through improved printing and typesetting methods using Macro, allowing automatic data pulling across various spreadsheets into one user-friendly PDF.

Determined Heston model as most accurate for pricing and hedging portfolios through comparison and testing of top two models using MATLAB.Used Black Scholes Merton equations on pricing and delta hedging to apply to a portfolio of calls and corresponding real-time U.S. stock data via Interactive Broker Paper Trading Accounts. Computed time dependent exercise boundary to assess long-put option at optimal time before last trading day.

Valued swaptions by constructing complex lattice-based term structure and short rate models that describe movement of interest rates over time.Computed price of fixed rate bonds at one-year intervals on Monte Carlo paths, while using Jamshidian decomposition approach for call options on zero coupon bonds. Initiated use of analytic pricing formula for zero coupon bonds available under Hull-White model.

Assessed current and predicted future price fluctuations of American and European options through building of a binomial model using MATLAB. Analyzed influence of adjusting parameters and compared differences between calculated value with real data to explain fluctuations, options differences and ways to reduce both.

Developed investment strategies on proprietary research platform built by the company.Found different ways to improve corresponding parameters, realized strategies with Python and adjusted parameters in the code.