AIML

  • Built numerous analytics models in Java, C++, Matlab, R for options, and derivatives.
  • Macro alpha strategy based on currency market. (2011 – present). Macro alpha strategy based on ES/GC (2010 -2011)
  • Quant2Xchange: Developed a high speed interface between Matlab/R and Fix Engines (TT Fix Adapter) in Java.