Quant Two LLC

25 years of total experience in alpha research, strategy innovation, risk research and all around creative problem solving related to gray box and black box automated trading. We have known each other for nearly a decade and have collaborated on market making strategies and assisted one another with specific challenges countless times.

By working together, we believe we can provide high quality innovations through constructive critiques and clean solutions by making pairwise QA part of our process.

Languages and Software: Python, Matlab, TradeStation, EasyLanguage, Excel, MetaTrader, R, Dash noob, NinjaTrader (C#).

Expert in Trading Technologies Algo Design Lab (ADL) IDE.

Recent projects we have completed:

-- Improve an existing discretionary trade, then convert the trade into automated logic. This was done in TradeStation's EasyLanguage.

-- Improve commodity spread mean reversion gray box trading with 15 years of daily bar historical research. Research done in Python and logic implemented in Trading Technologies Algo Design Lab (ADL).

-- Author directional trading strategies in volatility, commodity, fixed income, FX, and equity index futures for full automation. Research done in R and Python using large historical tick data sets and automation implemented in Trading Technologies Algo Design Lab (ADL).

-- Worked with money manager to take an equity spread trading idea from concept to production. Responsible for research, backtesting, and optimization. Authored trade execution and integration with desired broker.

-- Built C# app with WPF dashboard for a FX options trading group. Client traded over the counter options expiring 9am daily, and needed to easily view inventory. Finished product executed database query, followed by some data wrangling to display everything to desired format.

-- Risk and inventory management tools for client with futures exposure across multiple instruments. Deployed tools such as cVAR, scenario analysis, and smart hedging. Used Excel and VBA to allow for user friendly and customizable interface.

-- Created a series of tools used to collect, parse, and record trade execution data for a high volume client. This data was then further filtered by strategy and stored to a local database. Daily reporting was produced with risk metrics to allow traders to dissect strategy performance and redeploy capital accordingly.