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Quantitative Consulting

HOME / QUANTITATIVE CONSULTING

Algorithmic / Automated / Systematic Trading

Algorithms and programs to assist your trading. Regardless of your desired level of automation, bespoke programs can speed up your identification and evaluation of opportunities and the execution and management of trades. I have assisted with the following:

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Strategy Automation and Analysis / Alert Facilitation

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Backtesting and Optimisation

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Data Collection and Storage

Artificial Intelligence / Machine Learning / Data Science / Statistics / Econometrics

Models and frameworks to help your analysis. Regression and SVM methods from Machine Learning can be combined with ARIMA and Cointegration modelling from Econometrics. I have conducted the following:

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Estimation, Forecasting and Simulation of Stochastic Processes

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Model Dynamics Derivations and Validation

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