Developed software for quantitative strategy creation, including user interfaces, data pipelines, and statistical analysis.Designed logic, entry/exit signals and risk management for new strategies.Created features for portfolio creation, back-testing, and time sampling.Conducted research on algorithmic activity in commodity futures.Created software to detect algorithmic flows using tick level data.Applied Fourier series, ARIMA, seasonal trend and other statistical models to improve detection and measurement of algorithmic trading in calendar spreads.Disaggregated CFTC reports to identify and differentiate positions held by CTAs, discretionary traders, and commodity index traders within the managed money section.Provided data and analysis on CTA/algorithmic activity in futures trading, which served as the foundation for articles published in Bloomberg, Wall Street Journal, Yahoo Finance, and other publications.

Worked with Angular to assist the tech team in building robust APIs and server-side logic.Designed and implemented RESTful services to support the application’s frontend and ensure efficient data handling.Collaborated with the database team to optimize queries and improve data retrieval speeds, leading to enhanced application performance.