Jan 2022 – Present · 4 yrs 4 mos

• As a self-employed quantitative trader, I applied my expertise in financial markets and data analysis to develop and execute trading strategies. My role involved hands-on experience with time series analysis, particularly in implementing basic models using the StatsModels library. This included leveraging statistical techniques to analyze and interpret financial data, ultimately informing trading decisions.
• One of my notable achievements was the successful implementation of the ORB (Opening Range Breakout) strategy in Python, utilizing the Scikit-Learn library. This strategy involved identifying Trend direction and executing trades based on breakouts, contributing to profitable trading outcomes. The implementation not only required a deep understanding of algorithmic trading concepts but also demanded a keen eye for market trends and risk management.
• This experience enhanced my proficiency in quantitative analysis, coding, and algorithmic trading strategies, contributing to a comprehensive skill set in the field of financial markets.