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 […]
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.
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.