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Giving all my attention to my sequential models (if you know you know)
💭
Giving all my attention to my sequential models (if you know you know)
41 followers · 244 following

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Achievement: Pull SharkAchievement: Arctic Code Vault Contributor

Achievements

Achievement: Pull SharkAchievement: Arctic Code Vault Contributor

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milas-melt/README.md

In caffeinate -d mode...

Hi, I'm Salim.

  • 👨‍💻 Working on systematic investment strategies @SigTech & @Brevan Howard
  • Teaching Machine Learning @Imperial College London
  • 🔭 Studied financial engineering @Imperial College London
  • Here are a few things I do on my job (you won't find any trace of this in my GitHub, as the work I do is confidential).
    • Focusing on futures and OTC derivatives; occasional work on swaps, swaptions, and FX
    • Collaborating with portfolio managers and their team to brainstorm and implement trading strategies
    • Creating dashboards, GUIs and automation tools assisting pods in their investments and daily tasks
    • Developing Python-based cross-asset low-mid frequency (mainly EOD, occasionally intraday for futures & bonds – 1min bar) quantitative strategies for investment teams of various hedge funds globally. Key strategies include trend following, volatility carry, beta neutral and momentum
    • Building comprehensive dashboards and analytics tools for pods covering topics like strategy performance and risk analysis
    • Contributing to the SigTech framework by enhancing classes such as RollingFutureStrategy and OTC option pricing using Black-Scholes, Black76 and Vanna Volga for exotic FX options
    • Engineering data validation pipelines for futures timeseries, single stocks, and volatility surfaces

The opinions expressed on this GitHub, or any other public source such as my personal website or social media are my own. Feel free to check my personal website and linkedin.

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  1. Machine-Learning-Finance Machine-Learning-Finance Public

    Forked from hm-ai/MLF

    Jupyter Notebook

  2. ml-fx-option-strat ml-fx-option-strat Public

    Machine Learning approach to FX option trading

    Python 2

  3. backtester_framework backtester_framework Public

    Multi-strat backtesting engine for commodity futures

    Jupyter Notebook

  4. IC_Financial_Engineering_Algorithmic_Trading IC_Financial_Engineering_Algorithmic_Trading Public

    Forked from ArmanKhaledian/IC_Financial_Engineering_Algorithmic_Trading

    Python

  5. ML_Stock_Price_Prediction_And_Trading_Strategy ML_Stock_Price_Prediction_And_Trading_Strategy Public

    Predicting equity returns with different ML Models and comparing them

    Jupyter Notebook