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.
Designing, researching & overseeing medium-frequency (intraday) systematic global macro trading strategies covering currencies, commodities, bonds & equity indices
Project management of trading strategies from an exploratory data & hypothesis phase through to formal presentation of results & real-time implementation
Sourcing & cleaning data; analyzing large datasets with Python
