Data Engineer

Fishback Management and Research

  • Developed AI system to improve stock option trading strategies.
  • Developed a returns prediction engine for evaluating the feasibility of options trading strategies.
  • Developed a backtesting framework for doing cross sectional analysis of market returns for different stock and option ranking metrics. This work led directly to the development of a high value product.
  • Developed data loading pipelines for pulling various data sources to be loaded alongside custom option valuation data.