Builds market making and other high frequency trading strategies, trading over 10 different exchanges and generating annual return 200% and Sharpe 10+

Marketing making in many top exchanges to keep top tier fee level

Currently overseeing content strategy and NFTs at one of the top blockchain projects in the world.

Running intraday and mid frequency arbitrage strategies with 30% annual return

Trading one category of coins with annual return 30%+ and Sharpe 30+

Experience with Rust, Cosmwasm, Solidity, smart contract development for EVM blockchains(BSC), Cosmos SDK blockchains(Terra), Solana blockchain.

Prior Managing Director of a privately-held consultancy advising

Smart Contract Developer

Zero Knowledge Proof

Sharpe: 3+, Sortino: 5+, Calmar: 3+

Strategies: Trend following, mean reversion, pairs trading/stat arb, momentum, volatility arb, volatility dispersion

Holding periods: a few minutes to hours for 3+ Sharpe strategies [Intraday only]; a few hours to up to 5 days half-life average holding period for 3 Sharpe strategies

Asset classes: Equities, crypto, FX, commodities

Products: Futures and options

Technology: Python, C++

Artificial leverage: 1

Frequency: Lower and higher medium freq

Style: Systematic strategies based on advanced quantitative techniques (incl. AI/ML), generating robust live returns with low volatility uncorrelated to the market

Skills: Hands-on technical, coding, research, client-facing, portfolio manager, chief investment officer

Led initiative to build the firm’s technology infrastructure from machine prediction signals to greenfield high-performance trading, clearing and brokerage systems directing engineering and product teams and managing stakeholder cadence.

Researched, developed, implemented and managed short-term market making strategies

Advised on designing crypto trading strategies for the family office of a Sunday Times Rich List permanent member.

ECE PhD with specialties in machine learning and statistical modeling.

6 years work experience as a quantitative researcher in equity, futures, and crypto market.

Experienced in market making, arbitrage, algo trading. 10+ years of research work in machine learning modeling and data analytics.

Published research papers in the top journal.

Programming (12+ years): Python, GoLang, C++, Scikit-Learn, TensorFlow, Matlab.

Strong communication skills, good team player, enthusiasm for work.

Goal-oriented, process-driven producer across RIA, Family Office, IBD, Wire-house, and Institutional channels.

High-level experience with traditional and alternative asset classes via multiple vehicle structures.

Relentless prospector of future opportunities.

Creative thinker, adept at formulating sales strategy, developing/positioning products, and cultivating relationships with clients.

Managing a team of 3 Traders and 2 Researchers to generate superior risk-adjusted returns on the fund portfolio

Developed and put in production alpha strategies focused on relative value of ETFs, futures, and single stocks

Three-year track record of running index arbitrage, momentum and reversion strategies focused on US ETFs and Futures

Built Digital Assets Trading desk focused on ETPs and ran statistical arbitrage strategies between ETPs and Futures​

Handled all types of programming languages, worked with Git/Github, developed server-side and front-end software, and offered issue tracking and customer support. Managed, mentored, and developed other programmers, while writing, planning, and executing the migration of more than 200 website services to cloud-based services.

Develop smart contracts and CLI

Anchor, @solana/web3, node.js, audited, typescript

Rust, golang, cosmos sdk, ignite cli

C++: Libs: STL, BOOST; Low-Latent, Socket, Network, Multi-(thread, process) programming 

Expertise in tuning Intel hardware, various NICs, writing efficient, cache-sensitive code in C++ 

Experience in designing & implementing HFT system from scratch. A System Design enthusiast. 

Also have experience in LINUX, C, R, Python, Java, Shell/Awk Scripting, TMP(C++), Git

Built OTC desk from scratch to $1 billion a month

 Ran OTC book, risk managing major Coins and Stablecoins flows as principal

Traded up to 300m per order client flows, multiplied desk profitability by 6

Facilitated major Bitcoin transactions (up to 15k BTC), in a smooth and efficient way to minimize slippage and market impact

Managed tech project to increase efficiency and profitability of the desk, reduce manual processes and errors by 70%

Worked on De-Fi solutions to increase desk profitability, integrating Staking and Yield Farming into the regular operations

Creating and implementing proprietary arbitrage strategy, fiat vs. crypto as well as crypto vs. crypto for an average return of 26%

Performance optimizations(C++) for the whole trading system, Hedge Fund

Designing a low latency market-making system (C++ on RHEL 6.8) CITI

Replacing the traditional conceptual way of programming in the team with a high-performance-oriented one

Analysing the C++ trade engine code and refactoring/redesigning it, in order to make it more suitable to low latency constraints that could be required in the future. Cryptocurrency Exchange