Freelance Alpha Generation?

 Chief data strategist and CIO with over 25 years of macro, quantamental trading, business development, sales, fundraising, asset management and financial technology leadership. Advanced statistical modelling and analytical problem-solving.

I led the vision and development of a "Closed Loop" scientific machine learning data platform. This proprietary data framework sits in the cloud. The trade management system computes daily, over 50 plus years of trade history of investor sentiment and updates with now-casting technology. This system extensively leverages a custom-built, in-House data warehouse that harvests futures data and is generating actual insights and directional alpha on 35 major commodities markets.

Our model driven business uses a Monte Carlo simulation infrastructure built on Machine Learning principles, decision tree's and string theory methodologies spread across multiple regimes and time series. A sophisticated, comprehensive derivatives reporting and modeling environment using SQL Server, VB and Excel. The data is analyzed in a “bottoms up” approach to determine the current state of opinion and forecasts the statistical predictive trajectory of contrary opinions of archived string patterns and historical price histories.

This is superimposed to the current market employing Random Walk, Bernoulli and Heisenberg uncertainty principles. The data set organically matures over time and the signal progressions traverse, analyses, histories/era’s where statistically the "street" is likely to be making the same mistakes as in the past and thus improves the virtuous circle.

The systems automatically exploit these distortions by taking directional positions in the major liquid commodity, currency and bond markets.

- Advanced MS Excel Automation - 75+ automated reports and dashboards produced nightly
- Advanced SQL architecture - 1000+ SQL objects - tables, views, sophisticated dynamic metadata based stored procedures
- Visualized in Tableau
- Advanced hosting architecture
- Integrated with Microsoft SQL Server -Analysis Services and predicative algorithms