During my internship at QRT, I focused on leveraging market order book data to uncover trading patterns and generate alpha signals. My work involved conducting in-depth analysis of market data to identify meaningful trends and applying statistical techniques to detect recurring patterns in order book dynamics.
Responsibilities included:
- Market Order Book Analysis: Analyzed order book data to understand buying and selling dynamics and reveal insights into market behavior.
- Alpha Research Development: Leveraged identified patterns to uncover potential profit signals using linear regression and other machine learning algorithms.
- Strategy Backtesting: Tested the effectiveness of investment strategies based on identified patterns to optimize returns while reducing risks.
- Execution Impact Analysis: Evaluated how order execution affects market exposure and trading performance.
Skills:
- Python: NumPy, Pandas, SciKit-Learn, PyTorch
- Statistical Analysis
- Machine Learning