Greater Chicago Area
We represented University of Chicago FinMath Program to compete with over 50 top financial engineering programs from Berkely, MIT, Stanford etc. We Competed in several cases: Sales&Trader, Commodities Trading, Quant Outcry, Yield Curve Trading, Options Trading and Algo Trading.
Used MATLAB/C++ to design 4 high frequency cross term arbitrage strategies on stock future contracts, one genetic programming strategy model, and one stock trend model Back-tested strategies using MATLAB, C++ and data obtained from Wind database
Produced a marketing proposal for a new insurance product