I have been working in derivative space (structuring/hedging/risk management/ trading) since 2001. I starting doing algo-trading for the prop desk in 2004, it was an ancillary activity with respect to cppi model implementation. Current equity market (the one I focus my trading activity on) shows much higher intraday volatility than is captured by historical 1yr volatility. Hence risk control is required to cope with current leverage degree. I spent more than 10 yrs on studying/implementing trading algorithm
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