Global Equity Dark Pool Hedge Fund
Provided business and technical analysis for an in-house quant team, developing low-impact block-trading trading strategies for market participants, and the firm’s equity trading desk.
We developed the analytics business logic concepts with R, MATLAB, and Python.
Provided backtesting of dark pool trading application, realtime, pre-trade, and post-trade analysis. We consulted on white-box and black-box testing of Global Trading Desk Transaction Cost Analysis Pre-Trade and Post-Trade applications.
Global MultiStrategy Hedge Fund
Developed an automated test harness for a domestic smart order routing system for equities. The detailed test suite addressed the system architecture as well as order matching, routing and execution; and proprietary algorithm allocation.