Personal Information
Organización/Lugar de trabajo
London, United Kingdom United Kingdom
Ocupación
Vice President at J.P. Morgan
Sitio web
None
Acerca de
Software Architect / Quantitative Programmer specializing in the development of scalable, fault tolerant, distributed, low latency algorithmic trading software. Highly skilled in building large scale real time high frequency financial quantitative analytics on big data using Q/KDB+, R, Java, Python, Matlab, Git, Linux, Docker, Vagrant, Puppet, Chef
Expertise in building high frequency trading strategies- VWAP, TWAP, GWAP, PoV, derivative pricing models, hedging and statistical arbitrage. Main interests include Algorithmic Trading, Liquidity Aggregation, Smart Order Routing, Transaction Cost Analysis, Best Execution, Low-Latency DMA and Market Structure
Etiquetas
kdb+
q
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