Mar 2015 – Present · 11 yrs · London Area, United Kingdom

• Building a multi-asset trading Algo platform in C++ on Linux, Technical Day trading and Quant analysis (statistical). (Algo to determine trade entry/exit points , non HFT)
• The software is an event driven, real-time trading platform :
• builds various timeframes (1M, 4H ... ) candlesticks from historical micro-second tick data for back-testing strategies
• live Market Data from Interactive Brokers (API)
• real-time position keeping system displaying unrealized and realized PNL
• built the common Momentum and Oscillator indicators (EXP movavg, MACD, ADX, RSI, Stochastic, Bollinger, Fibonacci, Ichimoku etc) from first principals – allowing for infinite parameter permutations.
• built Support and Resistance models (Pivot, Camarilla, Physiological and Calculated).
• built some IP indicators based on Price Action in an attempt to reduce lag.
• built Big data and Pattern Recognition logic. Recognize the Japanese candlestick patterns(for multi assets, multi time-frames), apply indicator logic and look at market conditions to determine trade entry (Long, Short or Short Sell). Basic use of convolutional Neural Network to predict trends.
• On the trading side I’m a purely technical retail trader, I usually aim for breakout trades on higher time-frames (during consolidation periods), scalp the market on lower time-frames and day/trend trade on multiple time-frames.
• On the quant side, I’ve built the usual statistical models in the software (Std Dev, Coeff Var, Linear regression, Mean reversion) to help determine entry/exit points for a reasonable risk/reward.
• Currently looking into Stochastic process (Brownian/Wiener) for predication accuracy.
• I also mentor and teach graduates, areas covering ‘Basics of Trading’, C++ coding, Equity flows (especially Algo/Electronic/HFT) and general front to back institutional trading concepts.
• Main motivation drive is charity fund raising (part of trading profits are allocated to charities) and animal conservation.