I am a senior quantitative trading programmer with extensive experience in designing, developing, and optimizing algorithmic trading solutions. Over the years, I have worked with a broad range of asset classes—including equities, futures, and foreign exchange—using both low-latency and high-frequency approaches. My core expertise lies in building robust and efficient trading systems, automating end-to-end trading workflows, and implementing data-driven strategies based on quantitative research and statistical analysis.

My technical skill set includes proficiency in Python, C++, and R for quantitative modeling, backtesting, and analytics. I am well-versed in database design, data engineering pipelines, and real-time market data processing. I also have in-depth knowledge of risk management, portfolio optimization, and strategy execution on major electronic trading platforms. By combining strong programming capabilities with quantitative finance knowledge, I aim to deliver high-performance trading solutions that help clients gain a competitive edge in today’s fast-moving markets.