Seasoned IT leader transitioning back to hands-on technical roles as a Quant Developer, driven by a lifelong passion for programming, financial markets, statistics and quantitative analysis. Leveraging over 30 years of experience in investment management technology and recent intensive work in Python-based algorithmic trading to develop cutting-edge trading strategies. Committed to blending deep industry knowledge with advanced statistical and programming skills to drive success in quantitative finance.
Developed a number of different trading strategies in Python on the QuantConnect platform, examples include:
Developed distinct reusable modules for calculation of custom indicators, signal processing, trading, trade analytics and object persistence.
Created custom API's for seamless integration with data providers such as Yahoo Finance and Alpha Vantage.
Implemented pandas and numpy based modules to perform statistical analysis on large datasets (calculating correlations, means and stdevs of divergences, ...