This project involved the development of a series of quantitative trading systems - using a number of different techniques. From conception, back-testing, through to implementation this involved analysis of a number of different asset classes (equity futures, cash equities, FX), timeframes (1 minute, daily), and geography (US, Europe, Australia).
Quantitative objectives and techniques included:
Model: Custom built
Client: Multiple (confidential)
Technologies: C++, Python, C#, F#, Pandas