matthewcarlino

Served as lead US-hours trader for a Swiss market-making firm, managing the firm's shared book and maintaining delta exposure across 50+ tokens. Executed $30M+ daily notional volume as a designated market maker across CEXs and DEXs including Binance, Coinbase, Kraken, MEXC, and other exchanges. Traded BTC, ETH, and altcoins directionally on a discretionary basis, capturing momentum while hedging adverse flow using futures, options, perps, and spo. Managed firm-wide collateral allocation across exchanges and sub-accounts in real-time, enforcing margin requirements and preventing liquidations during high-volatility periods. Built automated alert systems to monitor collateral thresholds and flag large inbound token flows for rapid hedging decisions. Developed prediction market algorithm for directional trading based on proprietary weather model.

Developed and traded fully automated intraday strategies on CME futures, holding positions from milliseconds to hours. Faded large moves around macro events (CPI, NFP, FOMC, EIA) and ran momentum scalps during regular sessions. Improved firm strategies by optimizing entry and exit logic, gaining at least one tick per trade on execution. Partnered with developers to enhance execution algorithms; managed project pipeline through JIRA. Trained a junior trader and developer on strategy logic, risk frameworks, and systematic research methodology.

Traded CL futures discretionarily using order flow and fade setups while developing the strategy into a systematic algo. Improved firm's core algorithm by adding filters that reduced losing trades and improved risk-adjusted returns; strategy maintained Sharpe > 2.0. Monitored real-time P&L and position sizes firm-wide across energy, index, grain, and livestock futures; reported directly to partners daily. Managed up to $5M notional with overnight risk authority.

Traded ES and CL futures intraday, building and refining systematic strategies around key levels and order flow. Developed a rules-based framework combining overnight range extensions, VWAP, and session highs/lows.