Iggaak assisted the asset management departement of a major State-owned banking group in exploring new systematic management strategies whose superiority is demonstrated via back testing over a simple passive holding of securities in proportion to their capitalization in liquid indexes. Iggaak managed the project to deliver functional Jupyter Notebooks with Python/c++ implementation of trading algorithms based on multi-scale analysis (fractal properties of prices, calculation of generalized Hurst coefficients), as well as a back testing tool on listed shares datasets.
Categories: Algorithmic TradingFinancial Services
