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ABOUT ME
Helping Clients Grow
I treat every client uniquely. Everyone has strengths which enable them to relate to material differently. There are no bad questions. My aim is to help clients grow to become independent and able to learn on their own.
Background
I have a PhD in Financial Econometrics and MSc in Finance from Imperial College London, and a MA in Economics from Cambridge University. My PhD specialised in long memory stochastic processes for high frequency data. I also have extensive experience in C++, MQL4, Python, Matlab and SQL.
Post-PhD I have worked on building and selling my own trading systems and software, and training clients to enable them to understand quantitative subjects such as Finance, Econometrics, Mathematics and Programming.
Pre-PhD I worked for Accenture for 4 years, focussing on the area of Business Intelligence / Data Warehousing.
Previous Work
Trading Signals
Creation of customised Trading Signals and Execution Algorithms for fully and semi-automatic trading.
FX Trading Strategies
Automation and Backtesting of FX trading strategies in MetaTrader 4
Simulation of Data
Simulation and Estimation of data from a new GARCH-like stochastic process.
Empirical Analysis
Empirical Analysis of trading volumes and long memory patterns across timeframes for FTSE 100 data.
Design and Implementation
Design and Implementation of a platform for algorithmic trading and data collection for Cryptocurrency APIs.
Customised Scripts
Creation of customised Scripts to aid analysis for fully manual trading.
Tennis Betting
Automation and Backtesting of Tennis betting strategies in Betfair.
Kalman Filter Estimation
Comparison of alternative high frequency data (duration) models incorporating long memory and Kalman Filter estimation and forecasting.
Theoretical Analysis
Theoretical Analysis of long memory in returns for a duration process.
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