Optimize and implement your algo trading logic:
Be strategic; analyze market microstructure as a scientist.
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Highlights
About me
Currently working at Scotiabank as a senior algorithmic trading developer where I produce new algorithmic market-making systems for ETF products using C++. In 2018, I obtained my Ph.D. in Computational Intelligence and Systems and […]
Quantitative researches
This section describes the content of publications, working papers or proprietary researches with a focus on alpha generation, pricing, and statistical arbitrage. Codes and files might be attached with examples when helpful.
Trading implementation
Here we link quantitative researches to a trading system. We walk through back-testing, algo design, optimization of the system parameters, and risk management. Many examples are provided with codes and source files for motivated readers.