Work Projects & Research

MetricsDatabase

- Managed project end to end. Designed and built MetricsDatabase for business/financial reporting group

- Developed user-friendly Access GUI per business users requests

- SQL code & data access technology (ADO/DAO) API

- Built Integration code between Excel templates & Access database backend

- Built automated code generation modules in VBA to increase development efficiency

- Designed tree & vegetation trimming forecast model

- Huge ETL to load historical datat from 196 archived CD-ROMS into SQL Server database

- Researched various models and analytics in S-Plus Enterprise

- Presented findings to program manager and department heads

- Backtested survivorship-free weekly equities mean-reversion strategies using Wealth-Lab/Excel/VBA/R.

- Systems based on proprietary technical rules exploiting extreme weakness in a portfolio of S&P 100 stocks

- Researched & developed various quantitative investment & trading strategies for both domestic and international markets. Long/short.

- Researched and developed proprietary medium and intraday frequency futures trading strategies.