Michael Long
Location
Greensburg, PA
Cleveland, OH
Education
C
Carnegie Mellon University
August 2024 - December 2025
expected degree
Master's
major
Financial Engineering
C
CLEVELAND STATE
Work Experience
A
ALGORITHMIC TRADING
June 2024 - July 2024
company
ALGORITHMIC TRADING
overview
- Strategy Testing: Backtested pairs trading strategy on cointegrated stocks using Engle-Granger test to find pairs, linear
- Optimization: Discovered Sharpe Ratio of 1.76 (out of sample) on CRM-DIA ticker pair upon optimizing moving average
V
VOLATILITY MODELING
August 2023 - December 2023
d
deals among insurance brokerages
Data Analyst Intern
Woodmere, OH, US
May 2023 - August 2023
O
OPTIONS TRADING
January 2021 - December 2021
Skills
Algorithmic TradingArbitrageAutomationBasketballBrokerageCluster AnalysisComputational FinanceContract ManagementC++ (Programming Language)Customer Relationship ManagementData AnalysisDatabasesData CleansingData VisualizationDifferential EquationsEconomyFinance ConsultancyForecasting SkillsInsurance Management and AftercareInvestment BankingJusticeKnowledge of MathematicsKnowledge of StatisticsLinear AlgebraMachine LearningMathematical FinanceMATLABMechanical AssemblyMergers and AcquisitionsMicrosoft ExcelModel ValidationNumPyPandasPortfolio ManagementPresentationsPython (Programming Language)Regression AnalysisResearch SkillsRisk AnalysisSalesSimulationsSports BettingSQL DatabasesStochastic CalculusStrategic ThinkingStrategies of PricingTechnical AnalysisTechnical SkillsTesting SkillsTime SeriesTradingTrading StrategyValuation of OptionsVisualization