Karman Line Capital
Founder, Quant Developer
Backtest and optimize multi-legged option trading strategies using Chi-squared feature reduction, orthogonal combinatorics, polynomial regression, neural networks, and boosted... more random forests in C++, C#, R, Python, Excel, SQL, Rapidminer, and Azure ML Studio. Leverage sliding window cross-validation to prevent overfitting. Focus primarily on VIX, VXX, SPX, and SPY underlyings—their ETFs, Options, and Futures.