Hello, This is Anuj.
I am doing my research in high frequency finance. I model various types of duration like trade duration, price duration and volume duration which are proxies for intensity, volatility and liquidity respectively. I work with high frequency data or intra day trading data. We usually have 15000 transactions per day. And I analyse at-least one year data at a time. This leads to more than a million of observations.
After modelling these are used for better modelling of portfolio returns and associated risk. I can work with any kind of security or its derivative like futures, options etc. Therefore, I think I am suitable for all your needs. I have read extensively on these and other topics of quantitative finance as well.
Rest we can discuss as and when you feel.
Thanks
Anuj