Traded in Dow Jones stocks and Treasury Bonds, managing ~$1M in weekly trades (mid-Jan to mid-April), and achieved 8.63% quarterly return (~25% annualized).
Quantitative Equity Trading Strategy Development and Backtesting – Designed and implemented a momentum-based equity strategy leveraging RSI, achieving a simulated 15% CAGR over 5 years in backtesting.
Python (NumPy, pandas, scikit-learn, matplotlib, seaborn), OOP, SQL, VBA, Bloomberg, MS Office Suite