Built trend-following strategies for futures markets incorporating contract rollovers, leverage, volatility targeting, and drawdown controls to manage downside risk.

Focus: Futures trading, risk management, leverage control

Tools: Python, Financial Mathematics

Key Outcomes:

• Implemented volatility-scaled position sizing to stabilize risk
• Modeled contract roll mechanics for realistic futures backtesting
• Designed drawdown-based risk controls to limit tail risk

Links:

• Link