At Futures First, I analyze US short-term interest rate markets, including SOFR, SONIA, and Euribor. I monitor price action and cross-curve relative value across outrights, spreads, flies, and deep flies.
I interpret economic data releases and central bank policy signals to assess their impact on rates markets, while applying market microstructure knowledge and disciplined risk management.
At WorldQuant, I conducted quantitative research on market-neutral strategies across US and China equity markets. I designed and delivered 40+ alpha signals with an aggregate Sharpe ratio greater than 2.
My projects include a Bira91 valuation using comparable company and precedent transaction analyses, portfolio risk evaluation using VaR and the Treynor Ratio, and Python-based equity screening and strategy backtesting. My momentum breakout backtest for ETH/USDT achieved a PnL of 1028.63%, a Sharpe Ratio of 7.85, and a maximum drawdown of 21.36%.
