Amsterdam, North Holland, Netherlands
• Medium frequency statistical arbitrage for single stock and index options.
• Prediction project in the options statistical arbitrage team.
• Medium frequency statistical arbitrage for crypto perpetual futures. • Altas Technologies was later acquired by IMC Trading.
• Supervised by prof. dr. Chen Zhou. • Focus on extreme value theory.
• Introduction to Statistics • Matrix Algebra • Analysis • Vector Calculus • Statistics
• Worked at the intersection of trading, technology, operations, and compliance teams.