Services
My goal is to offer Financial Services based on the three main directions of my research.
Market states analysis
A service offering a straightforward assessment of the current statistical state of the market. This is important for both risk management and investment decisions. Why do strategies suddendly fail? When better to abandon them? Stay tuned, I'm working on it.
Credit risk modelling
I cannot say much more at the moment than: I am working on something in this field. And I mean to make a serious contribution.
Quantitative indicators
In my free time I have been working on several quantitative indicators which can be used as a basis for statistical arbitrage investment strategies. Interested in equities, volatility trading, CDS trading or commodity futures? Then please contact me.