Chief Executive Officer, Chief Technology Officer
CurrentBuilt a family office to oversee investments, focusing on automated trading strategies. Oversee all development, investment decisions, taxation and legal issues, operations, and infrastructure.Created a custom, low-latency trading system from scratch in clean C++, initially Windows, then completely rewritten for Linux and MySQL.Designed and implemented a modified GARCH-based algorithm embedded with proprietary DIRTPFF (depth, immediacy, resiliency, transparency, priceability, fungibility) liquidity calculations.Added support for cryptocurrencies and implemented initial Solidity code for in-block arbitrage.Enhanced trading algorithm to function as an automated market maker providing liquidity to DeFi protocols Uniswap, Curve Finance, and dYdX.Developed and tested all software components, including order routing, pricing, feed handlers, pricing engine, real-time risk monitoring, and reporting.Built a real-time statistical analysis engine, complemented by offline, deep learning to trade multiple instrument pairs. Researched, created, tested, back-tested, and forward-tested quantitative trading strategies (using sliding windows to limit potential curve fitting).