Hello! I’m Bozan, a Market Enthusiast with a deep-rooted passion for leveraging data in the pursuit of financial innovation. My ambition is to create financial products that effectively capture the distinct investment perspectives of individual investors, particularly those who may not possess the expertise to navigate complex markets like the futures and options markets, or who might not have the financial resources to invest in highly specialized hedge fund strategies.
My journey in quantitative trading is marked by the development of an extensive suite of over 50 data processing tools and algorithms. These tools process approximately 15 million lines of data daily, providing an in-depth analysis of the S&P 500 Index Times and Sales data. This rigorous data handling plays a pivotal role in uncovering lucrative trading opportunities and identifying potential inefficiencies.
I take pride in having automated data cleaning and collection processes, sourcing information from multiple reputable providers like the CBOE and CME. This meticulous approach to data integrity not only ensures a more accurate representation of market realities but also enriches the quality of information available for analysis. My work has revealed significant insights, some of which have led to the reevaluation of apparent market opportunities and a deeper understanding of data coherence.
I dedicate a significant portion of my day to reviewing and validating asset pricing irregularities reported in academic publications and industry research. Unlike the ‘out of the box’ datasets typically employed in these studies, I utilize a proprietarily cleaned dataset to determine the veracity of these purported phenomena. If my replicated experiment confirms the existence of an anomaly, I will not only consider structuring a trade around it, but also delve deeper to understand the underlying reasons behind this phenomenon. Gaining a comprehensive understanding of why it occurs is crucial for me to have more confidence in executing trades based on this insight.
When I’m not delving into data or analyzing markets, I enjoy reading at the beach and challenging my endurance on vigorous hikes. These activities are not just pastimes; they offer me a space for introspection and spark innovative thoughts about trading and development.
I’m always eager to engage in discussions about financial mathematics, market research, data analysis, and how they continually reshape these fields. If you find something in my posts that sparks inspiration, or if you spot a mistake or an area where my understanding could be deepened, please don’t hesitate to reach out to me at xuboson@outlook.com.