IdentityAssociate Trader | Leading and developing my Quant team.
Analyzed US Equities Markets by interpreting the relevant economics and financial data in order to identify trading opportunities.
Formulated and executed long/short strategy using Statistical Arbitrage in a systematical way after conducting research on relevant asset markets with a defined risk/reward ratio.
Developed strong communication skills by working with traders and analysts during high pressure trading hours.
Optimize portfolio management by utilizing proper position sizing, sector rotation, risk management, long/short hedge and beta calculation with average notional trades of $500,000.
Formalized and developed quantitative Trading strategies for trading CFDs.
Algo Strategy Stats:
Live from Febuary 2022(HFT)
Average trades per day-100-150,
Holding period-10s per trade,
P&L-280-350% on account equity per quater,
Max DD-1%
Sharpe:1.67
Sortino:15
(Swing)
Mean deviation Strategy
Holding period-2-4 days
P&L-700%
Max DD-0.5%
Sharpe:2.088
Sortino:20
Crypto Stats:
Average trades per day -15,
P&L-500% on account equity Annually,
Max DD-1%
Sharpe:1.4
Sortino:6.11
with comissions at 0.025%
Manual Trade Performance (4/2021-7/2022): $4M AUM, 26% annualized returns, 1.88 Sharpe-Ratio.
