During my previous internships, I was challenged by multiple tasks including building and improving strategies of stocks and futures. To tackle with them, I utilized my proficient coding skills along with a great number of methods like machine learning and time series analysis.Skills:Option pricing and hedging: stochastic volatility, Black-Scholes framework, binomial tree, GreeksAlpha research: alphas digging, factor models building, effectiveness testing, backtestingStatistical analysis: OLS, MLE, hypothesis test, model selection, residual diagnosticsMachine learning: lasso and ridge regressions, LightGBM, neural networks, reinforcement learningTime series analysis: ARIMA, GARCH, VAR, VECMNumerical methods: MC simulation, finite difference methods, gradient methods, interpolation