7,532 reputation
32470
bio website lordabbett.com
location New York
age 33
visits member for 3 years, 5 months
seen Feb 27 at 2:52

Experience

I work as a quantitative researcher on the buy side, finding new sources of alpha and designing relative value models and trading strategies around them. I've dealt with practically all the major asset classes.
Presently at Lord Abbett, one of the oldest asset management firms to still actively innovate and push the envelope.
Previously at Parkcentral Capital Management, the hedge fund division of Perot Investments.

Education

PhD in Economics from Princeton University.
SB in Economics from MIT.


I live in New York City with my wife and daughter.

To stalk me further, you can check out my LinkedIn profile and twitter: @TalQuant.


Jul
26
accepted What is the case for active management?
Apr
26
accepted Are there quantitative models which can guide one's choice of target risk?
Apr
26
accepted What are some of the major quantitative approaches to tactical asset allocation?
Feb
1
accepted What are the advantages of switching platforms/languages between strategy development and implementation?
Jan
17
accepted Do bond credit ratings suffer from “ratings inflation”?
Dec
15
accepted How to interpolate gaps in a time series using closely related time series?
Dec
6
accepted How to apply quasi-Monte Carlo to path-dependent options?
Dec
5
accepted How to reduce variance in a Cox-Ingersoll-Ross Monte Carlo simulation?
Oct
25
accepted How to extrapolate implied volatility for out of the money options?
Oct
17
accepted How to forecast expected volatility from high-frequency equity panel data?
Oct
17
accepted How do earnings estimates respond to changes in underlying fundamentals and economic conditions?
Oct
17
accepted Why do some anomalies persist while others fade away?
Sep
28
accepted Are shorter holding period strategies better?
Sep
28
accepted When should you build your own equity risk model?
Sep
21
accepted What benefits are there to employing agile software development methodologies for quants?
Sep
14
accepted How should I calculate the implied volatility of an American option in a real-time production environment?
Sep
14
accepted How much data is needed to validate a short-horizon trading strategy?
Sep
14
accepted How to shift amongst asset classes in response to relative value views?
Sep
8
accepted Why do high frequency traders use rapidly cancelled limit orders?
Sep
6
accepted Should the average investor hold commodities as part of a broadly diversified portfolio?