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@@ -24,7 +24,7 @@ I’m a computational physicist specializing in modeling complex systems (PDEs,
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Highlights of my career:
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- Developed and deployed high Sharpe ratio (~2.0) market neutral strategies using CoT report data.
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- Developed and deployed live market-neutral crypto strategies leveraging CFTC Commitments of Traders (CoT) data to extract sentiment-based alpha, achieving a 2.1 Sharpe ratio over the last 7 months.
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- Authored and maintain an open-source Python project (+100 stars) for the Interactive Brokers API, supporting stock and options trading.
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