Quantitative Finance & Equity Research.
Designing derivatives-driven strategies and macro frameworks to generate alpha in equity markets.
Core Experience
Data derived from independently tracked market analysis and portfolio observations.
4,118
LinkedIn followers
87%
Analysis Win Rate*
45
Stocks Analyzed
3+
Years Market Experience
*Based on tracked historical market predictions and post-analysis validation.
How I Think About Markets
Markets are driven by liquidity, positioning, and macro cycles.
I focus on:
- Identifying low-volatility regimes for income strategies
- Using macro indicators to anticipate sector rotation
- Combining derivatives with equity to optimize risk-adjusted returns
Investment Systems
How I integrate derivatives, macro, and code to generate alpha.
Options Strategy Framework
Derivatives-based strategy execution. Utilizing systematic Covered Call and Cash-Secured Put structures to generate consistent yield independent of market direction.
Target: 8–12% annual yield in low-volatility environments.
Macro Playbook
Macro + equity integration. Mapping interest rate cycles, inflation stickiness, and systemic liquidity to sector rotation and asset allocation frameworks.
Portfolio Construction
Tech-enabled analysis. Leveraging Python, Pandas, and custom dashboards to validate fundamental biases and manage risk allocation dynamically.
Top Market Insights
4,843+ impressions across high-impact research notes. Curated for retail-first clarity.
Looking for opportunities
Open to opportunities in quantitative trading, equity research, and fintech.