Linux and Unix, Trading Systems, Back Testing, ML and AI, Java, R, Discourse, Performance Tuning
Extensive QuantConnect consulting experience in Sector-Weighted Portfolio Construction, Mean Reversion Strategies, Back-testing using both the traditional coding structure and the newer Algorithm Framework using an Alpha Model, Custom Universes, Big-Picture Testing using the Research Environment, Custom Data Import running LEAN directly on your own local platform, Use of MLFinLab with QuantConnect, Also using Polars as well as Pandas.
Developed extensive software to model delta-neutral options strategies in R, Python, C# and other languages, including both a comprehensive back-tester in R and C# and a visual trade modeler (a "ONE or OptionVue Light") in JavaScript, F#, and C#. Built large multi-decade CME daily history database of every strike of every contract.
Developed experimental API interfaces to IBKR and CTS T4.
Worked with the publisher of a popular desktop trading platform which provides AI/ML trade recommendations including a proof of concept for them of using Meta-Labeling (Lopez de DePrado, Chan) to improve their existing AI-based trading systems. Used MLR3 in R with Random Forest and XGBoost, and worked on Feature Ranking and Selection and Feature Clustering.
Tested Reinforcement Learning application to Trading.
Extensive Trading of Futures and Index Options for Comintel Inc, including Options Index Strategies.