Reed Richards

Prospectus// summary

I trade systematic equity and index-volatility strategies. Over 11 years I have run books between $80M and $340M in notional and built the signal research that feeds them.

My last two intraday strategies held a Sharpe near 1.9 across roughly 4,200 trading days of live and paper testing. I care more about clean fills and honest drawdown math than a pretty backtest, and I keep a spreadsheet of every trade I got wrong.

Career Trajectory// RRICHARDS 2013–2024

SENIORITY · PNL RESPONSIBILITYSCALE: LOG

Open Positions// experience

Symbol / Role	Held	P/L
MERIDIAN CAPITAL Senior Quantitative Trader, Systematic Equities Own a $340M intraday equity book; daily turnover near 5.2x with slippage held under 1.8 bps. Rebuilt the execution scheduler in C++, cutting mean fill latency from 340µs to 96µs. Strategy returned 14.6% net in 2023 on a max drawdown of 3.9%.	2020 – present	+18.2%
HALCYON TRADING Quantitative Trader, Index Volatility Ran a VIX and SPX options relative-value book averaging $160M vega-adjusted exposure. Wrote 3 new signals in Python that added roughly $4.1M annual PnL over the prior baseline. Kept the desk green through 2020 vol spikes with a worst single-day loss of 2.3%.	2017 – 2020	+9.7%
NORTHBRIDGE SECURITIES Quant Analyst, Stat-Arb Desk Maintained a 220-name pairs universe; backtested over 4,200 trading days of tick data. Cut research cycle time 40% by moving the backtester onto a kdb/q store.	2015 – 2017	+6.1%
CEDAR & VALE LLC Junior Trader / Rotational Analyst Supported market-making on 40 mid-cap tickers and logged every fill for post-trade review. Built the first internal risk dashboard the desk used, tracking 12 live limits.	2013 – 2015	+3.4%