*Quantum Support – Technical Consultant, December 1, 2008 - Present
Projects:
*UBS Private Wealth Management – LA: Programmed an original, large model in Excel with VBA to automate portfolio calculations on historical market data. This was a performance calculation model on a portfolio of ETF
*Ram Capital Management – LA: Set up off-the-shelf trading software, market quote software and data aggregation software (MetaStock & QuoteTracker), in addition to having programmed custom trading indicators, alerts and securities screening logic.
*JPS Capital Management – LA: Programmed custom trading indicators and order execution rules for Excel in VBA for IB’s Trader Workstation. Testing Weka machine learning & textual data mining software for its predictive capacity RE markets: cleaning data (verbal & textual) performing analysis, prediction.