As a Quantitative Developer Intern at QuantConnect, I study academic trading strategies and implement them for QC's Strategy Library. Here's my published work:

• Gaussian Naive Bayes Model
• Gradient Boosting Model
• Using News Sentiment to Predict Price Direction of Drug Manufacturers
• Intraday Arbitrage Between Index ETFs
• Momentum in Mutual Fund Returns
• Ichimoku Clouds in the Energy Sector
• Intraday ETF Momentum
• Residual Momentum