Derivatives Trader/Algorithmic Development
Windermere Fl
Raised $250,000 from private accredited investors for fund initiation, and with positive perfor-mance was able to attain another $1,750,000 in investment capital. Exbury Capital Management is a fully auto-mated commodity pool. Exbury uses algorithmic trading models to invest in a wide variety of financial assets in the pursuit of generating returns for the fund’s subscribers.(www.exburycapital.com)Algorithmic Trade Development & Data Analytics•Aided the development of Exbury Charts, a… Show more Raised $250,000 from private accredited investors for fund initiation, and with positive perfor-mance was able to attain another $1,750,000 in investment capital. Exbury Capital Management is a fully auto-mated commodity pool. Exbury uses algorithmic trading models to invest in a wide variety of financial assets in the pursuit of generating returns for the fund’s subscribers.(www.exburycapital.com)Algorithmic Trade Development & Data Analytics•Aided the development of Exbury Charts, a completely custom back testing, optimization, and execution trading platform•Lead algorithmic model development in options and futures systems using pythonic machine learning to evaluate time series structure, engineer features, and formulate trade probabilities. •Monitored and analyzed the automated trade execution of option, equity, currency, and futures systems•Responsible for performing robustness tests on all algorithms at the model and portfolio levels to avoid misleading historical tests, data-mining bias, and over-optimizations•Preformed model analytics with common tools such as Monte Carlo simulations, Bootstrapping, and more complex Machine Learning •Spearheaded the cleaning and adjusting of market data for proper formatting and quality assurance•Experience with utilizing multiple software programs simultaneously to ensure proper portfolio construction Trading•Daily trade execution of options, equities, currencies, and futures in the firm’s account•Able to utilize a wide variety of quantitative and sentiment based information while trading across several trading platforms •Executed sizeable trade orders in an extremely hectic, time-sensitive environment while still focusing on pinpoint accuracy •Evaluated all trades for reconciliation against automated systems, and if necessary, manually adjusted positions•Extremely experienced using the vast majority of standard and proprietary indicators available to help with trading set-ups and execution Show less
