Design and development of an options trading model automation and data analysis system. Worked with business partner to analyze, test, and improve trading model, including entry/exit signals and allocation definitions. Established system requirements, platform design, and scope of system ...
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Design and development of an options trading model automation and data analysis system. Worked with business partner to analyze, test, and improve trading model, including entry/exit signals and allocation definitions. Established system requirements, platform design, and scope of system implementation. Analyzed integration API for online trading broker. Implemented test framework to mimic broker interaction and price action. Implemented moving average calculations to determine entry and exit signals. Built the framework using C# 6 and .NET 4.6 development tools using design patterns and agile development process. Developed an Excel Trading Diary that tracks trade profitability, both historically and for pre-trade analysis profitability ranges, asset allocation, and risk/reward analysis. Designed Hadoop cluster to store and aggregate data for future analysis.
• Improved and automated manual trading process increasing decision making insight and profitability.
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