Toby Carrodus is a quantitative finance professional focused on medium-frequency systematic global macro trading. He uses statistical methods and automated algorithms to systematically trade bonds, commodities, currencies and equity indices across Europe, Asia and North America.
His educational background includes a Master of Science in Economics from the Humboldt-Universität zu Berlin, where he specialised in quantitative methods and corporate finance, and a Bachelor of Economics and Bachelor of Arts in German & Political Science from The Australian National University.
MST (Macro Strategic Trading) was a macro hedge fund with an APAC bias that traded across asset classes (rates, credit, commodities, FX and equities) and instruments (cash, swaps, futures, forwards and options)
I provided direct support to the CIO to manage a global macro portfolio with discretion to manage investments positions; execution across asset classes and instruments; hedging and funding non-USD instruments; rolling daily FX balances; trade booking
Macroeconomic research for the Investment Committee; designed and implemented position sizing techniques for PM’s to achieve portfolio target volatility
Research, evaluation and implementation of systematic trading strategies using Python with a focus on liquid futures markets
