A private research and trading practice covering equity derivatives, systematic quantitative strategy, and digital asset infrastructure. Self-directed and self-capitalized.
Multi-leg structures across US equity markets — spreads, straddles, iron condors, covered and naked positions — built on Greeks analysis, implied volatility surface modeling, and term structure positioning.
Data-driven screening and signal development across US equity markets. Incorporates market microstructure, order flow dynamics, macroeconomic indicators, and earnings catalysts into a cohesive top-down thesis.
Spot and derivatives execution across CEX and DEX venues. Active evaluation of Layer 2 networks, DeFi protocols, and emerging blockchain infrastructure — with on-chain metrics and tokenomics informing positioning.
Integration of frontier AI models across the full research and trading workflow — data synthesis, pattern recognition, scenario modeling, and signal generation. Ongoing evaluation of model capability for financial services applications.
Founder and Portfolio Manager of Waqas Holdings Limited. Former Business Systems Analyst at Fidelity Investments, with 8+ years of experience across Canada's leading financial institutions including TD Securities, Scotiabank, and BMO Private Wealth.
Combines institutional-grade systems and data expertise with advanced independent knowledge of equity derivatives, digital asset markets, and AI-driven research workflows. Holds an Honours BA in Economics and Criminology from the University of Toronto.