Tasks:

• Automated market making, arbitrage, connectors to exchanges
• Research & development of novel proprietary strategies
• Reading & implementation of relevant research papers
• Reinforcement learning, Avellaneda-Stoikov MM

Products:

Python (Cython, PyTorch, Numpy, Pandas)

1 year: Automated market making on the EEX

Customer: Uniper Global Commodities SE

Tasks:

• Gamma scalping, delta hedging
• Option value estimation (volatility surface, Black-Scholes)
• Hidden Markov Models, Gaussian Mixture Models

Products:

- C#, Python, MySQL (Numpy, Pandas, Astropy, pomegranate)

6 years: Algorithmic trading, data collection, data analysis, backtesting software

Role: Trader

Tasks:

• Shares, Options, Forex
• tick data, option chains, order books, order flow, SEC filings, news releases
• Research & development of novel proprietary strategies
• Reading & implementation of relevant research papers
• Reinforcement Learning, LSTMs, Hidden Markov Models, Genetic Algorithms, ...

Products:

Python, C++, MySQL (PyTorch, Scikit-learn, Numpy, Pandas, Astropy, pomegranate, CUDA)