In my current Quantitative FX Strategy Formulation work, I deploy systematic macro execution on G10 FX pairs guided by sovereign yield spreads, including US–DE 10Y spreads. I apply a maximum drawdown limit below 5% and 1.0% VaR per trade.
At Tradex.live, I conducted fundamental equity research on 15+ companies to identify mispriced valuation targets. I also modeled macroeconomic trends and sector rotation data to optimize allocations across 20+ private portfolios.
At Stoxhero, I analyzed index options chains and implied volatility skew to construct asymmetric risk-reward setups, and backtested 5+ intraday systematic execution models across varying volatility regimes. At The Investor Co., I published daily market research syntheses on domestic equities and liquidity conditions for 50+ clients.
My academic projects include forecasting FX volatility persistence with a GARCH(1,1) model in Python and estimating a real estate hedonic pricing model in Stata. I’m pursuing an M.Sc. in Economics and Political Science at the University of Milan, with a focus on time-series econometrics and empirical asset pricing.
Germany