Quant Analyst
Futures First
• Deconstructed economic data to reveal market impact relationships and driving economic indicators. Formulated historical Eurodollar yield curves for years 2000-2012 to uncover market-driven influences.
• Conducted back testing on Vasicek model, CIR model, and HJM model using historical Eurodollar data. Generated trading signals using simple moving average strategy yielding a robust 0.85 correlation peak.
• Researched central bank operations, fixed income markets, Futures and Eurodollar contracts to master essentials of fixed income trading.
01 Jun 2023 - 31 Jul 2023
