Experienced quantitative researcher/PM. Sole developer of a portfolio-level backtesting framework written in C# and capable of running a complete systematic investment process from research through production. Developer of a suite of automated intraday trading models in liquid futures markets that ...more

Experienced quantitative researcher/PM. Sole developer of a portfolio-level backtesting framework written in C# and capable of running a complete systematic investment process from research through production. Developer of a suite of automated intraday trading models in liquid futures markets that has delivered a Sharpe of ~2.5+ in realtime trading.less