Hans Van Der Wielen M Sc

Quantitative Developer with a focus on Systematic Quantitative Research (2017 - Present) With a strategic and analytical background, I specialize in crafting systematic strategies amid market uncertainties. My expertise, rooted in a PhD in Theoretical Physics & Mathematics, empowers me to independently conduct quantitative research in financial markets. In 2014, I embarked on the mission to create a universal systematic quantitative model for financial markets. Utilizing hypothesis testing, data collection, analysis, and interpretation, I have successfully developed a systematic quantitative mathematical model. This model generates high-quality alpha signals across various financial asset classes, including commodities, equities, indices, bonds, and Forex markets. Beyond alpha signals, the model offers additional advantages such as robust risk management and a precise price predictive engine. Currently, I am engaged in researching and trading equity and commodity markets as well as monitoring the accuracy of a prototype quantitative mathematical time predictive calculator. Skills Physics, Mathematics, Hedge Funds, Commodities, Equity, Quantitative Research & Development, Quantitative Models, Quantitative Risk Analysis, Theoretical Physics, Mathematics, Hypothesis Testing, Analytical Skills, Research Design, -Methodologies & -Execution, Data Analysis, Data Interpretation, Data Management, Data Visualization, Statistical Analysis, Communication, Leadership ========= Previous roles (1990-2013) During my time with Hewlett-Packard and Agilent Technologies, I had the opportunity to travel the world and accomplish award winning company results. Global exposure to many different cultures and cultural differences attributed to my personal overall skill set. This was a fantastic journey in which I could directly impact the company strategy. Above all, the mentoring and coaching of dozens of eager colleagues was extremely rewarding.