About Me
Dynamic Quantitative Analyst with a strong academic foundation in financial engineering, statistical modeling, and algorithmic trading strategies. Designed and backtested trading systems in Python and MATLAB achieving a 25% simulated outperformance against benchmark indices. Proficient in leveraging quantitative techniques time series analysis and tools Python, SQL to solve complex financial problems. Proven ability to communicate technical insights effectively, including presenting research on volatility forecasting to academic panels. Seeking to apply analytical rigor and passion for quantitative finance to contribute to high impact trading strategies
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