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Dao C. | Elance
 
176985602337900
Last Sign-in: Apr 23, 2013

Dao C.

Quant finance edge developer
   New Zealand
  |   Auckland, Auckland

Overview

Minimum Hourly Rate $110

Development experience with Asian index and US commodity derivative products. Have discovered and successfully exploited a number of inefficiencies to date.

Specialization areas:
1) Proprietary option valuation methods for improved option trading E(PnL)
2) Statistical arbitrage for low/high frequency portfolio trades
3) Index, energy spread trading edge

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Skills (9)

Tested
Financial Analysis
quantitative finance
derivative trading
volatility arbitrage
algorithmic trading
commodity futures
futures options
proprietary trading
financial derivatives

Service Description

I can develop robust trading strategies with commodity/index derivatives for relatively high Sortino Ratios. Risk management strategy development is usually coupled.

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Keywords

proprietary trading
derivative analysis
financial arbitrage
derivative trading
algorithmic trading
volatility analysis
My Snapshot
Elance Level
Level represents activity and experience on Elance. Freelancers start at Level 1 and achieve higher levels through their work. A higher "Level" indicates greater earnings, ratings and other achievements on Elance. Learn More »
  • 12 months
  • Lifetime
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Member Since
January 2013
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Dao C. | Elance

Dao C.