By VictorGX29
Quantitative analysis, algorithmic trading strategies, financial modeling, portfolio risk management, and backtesting
Build financial models, backtest trading strategies, and analyze market data. Implements risk metrics, portfolio optimization, and statistical arbitrage. Use PROACTIVELY for quantitative finance, trading algorithms, or risk analysis.
Monitor portfolio risk, R-multiples, and position limits. Creates hedging strategies, calculates expectancy, and implements stop-losses. Use PROACTIVELY for risk assessment, trade tracking, or portfolio protection.
Build robust backtesting systems for trading strategies with proper handling of look-ahead bias, survivorship bias, and transaction costs. Use when developing trading algorithms, validating strategies, or building backtesting infrastructure.
Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.
Uses power tools
Uses Bash, Write, or Edit tools
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