London, England, United Kingdom
Trader Who Codes (TWC) Systematic Strategies - Factors, Event Driven, Statistical Arbitrage and Thematic
Trader Who Codes (TWC) Systematic Strategies - Factors, Event Driven, Statistical Arbitrage and Thematic
Developing trading algorithms for market neutral and long/short portfolios across global asset classes (e,g, FX, Commodities, Equity) using Python. Modelling risk factors associated with a portfolio and hedging of securities. Creating buy side research using the output of the models. Providing clients with research, trading ideas and market color in order to help them outperform the benchmark and produce consistent positive returns.