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Working from home
Quantitative Analyst specialized in Algorithmic Trading. Passionate about market research, automatization and non-obvious solutions utilizing alternative data.
- Warsaw, Poland
- https://robertsoczewica.medium.com/
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sly_quoter
sly_quoter PublicThe market-making algo built on top of Order Book Pressure features
Jupyter Notebook 3
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deposit_vs_treasuries
deposit_vs_treasuries PublicA study of long-term relationship between bank's deposit rates and US treasury rates
Jupyter Notebook
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portfolio_optimization
portfolio_optimization PublicStudy of various approaches to portfolio optimization
Python
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