• Review concepts in Math from Pre-algebra to Calculus 2 to help prepare students for exams

• Introduce students to challenging critical thinking problems that supplement class material

Led the design and implementation of a mathematical model of the company trading algorithm that filters noisy candlestick price datasets into their minimum set of key points in Python.

• Reduced average trading strategy simulation time by 87%, allowing analysis to be done on over 1200 stocks over the last 13 years. This resulted in the project reaching statistically significant conclusions, necessary to the company’s research.

• Integrated model into company’s existing software stack in production by connecting to the proprietary front end Web UI, the backtesting engine, and various other utility repositories.

Developed a new full stack statistical modeling platform and designed a trading strategy informed by the model’s predictions.

• Created a well optimized web endpoint that performs multiple time series regression with time lags and interaction variables on millions of data points. This makes real time market predictions and ultimately beats the company’s target accuracy of 60%.

• Incorporated the modeling software into the company’s backtesting engine and used it to develop a supplemental trading strategy that reduced the existing trading strategy’s worst case max drawdown by 32 percentage points.