Dear Chainflip Labs GmbH team,
I am writing to apply for the quantitative trader position. With my quantitative research experience at Token Metrics and quantitative research internship training at Rotella Capital Management, I believe my expertise aligns closely with the responsibilities outlined in the job description.
At Token Metrics, I have built a systematic pair-selection method, using multiple codependence metrics, and ADF test and able to select potential crypto pairs for pair trading. Also, I have implemented the optimal mean-reverting models developed by Prof. Tim Leung at University of Washington. Optimal mean-reverting model belongs to market-neutral strategies so it should be a good fit for Chainflip Labs GmbH’s trading goal.
During my internship at Rotella Capital Management, I have done bitcoin-mining profitability analysis, found fundamental factors which are explanatory to bitcoin price return, and researched cryptocurrency asset allocation. Also, I have tested statistical arbitrage models like the cointegration approach using the Johansen test, and the Engle-Granger method to build cryptocurrency mean-reverting portfolios.
It would be a privilege to discuss the trader position in more detail with you soon. Thank you for your time, and I am looking forward to hearing from you.
Sincerely, Jamie -----