London, England, United Kingdom
Managed a self-directed U.S. equity options portfolio using directional and multi-leg strategies. Generated +797% cumulative return (~285% annualised) with Sharpe ratio 1.53 and max drawdown ~30%, supported by detailed trade logging, macro-driven positioning, and disciplined risk management.
Organising and coordinating society events and socials for a diverse student community.
S&T
QT & ER