Yavuz Varoglu is a seasoned quant analyst and developer currently making significant contributions at Self, where he plays a pivotal role in enhancing algorithmic trading strategies. With a strong foundation in quantitative finance, Yavuz specializes in leveraging advanced regression analysis and rigorous back and forward...
Yavuz Varoglu is a seasoned quant analyst and developer currently making significant contributions at Self, where he plays a pivotal role in enhancing algorithmic trading strategies. With a strong foundation in quantitative finance, Yavuz specializes in leveraging advanced regression analysis and rigorous back and forward testing to uncover innovative trading opportunities. His expertise extends to analyzing underlying asset prices, enabling him to develop robust price prediction models that inform trading decisions for both underlying securities and their derivatives, including options and futures.
In his current role, Yavuz is instrumental in daily portfolio management, meticulously calculating key metrics such as portfolio PnL, skew, and flattened skew. His analytical prowess is further demonstrated through his ability to assess short-term correlations within commodity markets, providing critical insights that drive trading strategies. By utilizing R and RStudio, he efficiently processes complex datasets to derive actionable intelligence, ensuring that the trading desk remains agile and responsive to market fluctuations.
Yavuz's comprehensive understanding of market risk, combined with his proficiency in electronic trading systems and quantitative investing, positions him as a valuable asset in the capital markets landscape. His work not only enhances the trading desk's operational efficiency but also contributes to the overall risk management framework, ensuring that the portfolio remains aligned with strategic objectives. As he continues to explore the intersection of technology and finance, Yavuz remains committed to pushing the boundaries of what is possible in algorithmic trading and portfolio optimization.
