I’m a UC Berkeley Computer Science graduate (Class of 2022) with several years of programming experience, primarily in Python. Since college, I’ve been passionate about developing algorithmic trading strategies, using QuantConnect to design, backtest, and refine my approaches. My primary focus is on leveraged equity strategies with live execution via Interactive Brokers. I am driven by a data-centric approach to market analysis, with a focus on maximizing risk-adjusted returns and maintaining rigorous risk management. I’m currently focused on scaling and iterating on my live production algorithms and am always interested in connecting with others in the quant community to discuss strategy architecture and execution logic.