7,272 reputation
31965
bio website lordabbett.com
location New York
age 32
visits member for 2 years, 9 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
30
comment Implied forward rates puzzle
What is premise #3? I only see 2.
Jul
26
revised What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
converted URLs to links
Jul
26
accepted What is the case for active management?
Jul
26
revised What is the case for active management?
removed disclaimer
Jul
26
comment What is the case for active management?
Hi Jeff, welcome to quant.SE. These are all great additional reasons in favor of active management. Thanks for contributing to the discussion here.
Jul
26
comment Inferring Returns From Minimal Data Points
@Aziz No problem, glad you found your answer. Your post has been closed as a duplicate, but feel free to post new questions after you've looked around to see what we already have here.
Jul
23
revised How does one measure the effect of latency on potential returns?
no apologies necessary, changed title to question, replaced tags with more specific ones
Jul
23
comment Is variable binning a good thing to do?
Hi Mike, welcome to quant.SE. Great answer, I completely agree that intelligent binning can add value to a model. You are essentially taking a somewhat Bayesian view that priors should be imposed, even when using classical statistical tools.
Jul
21
awarded  Yearling
Jul
20
revised inflation > interest rate?
added 347 characters in body; added 285 characters in body
Jul
20
revised What distribution should I apply to estimate the likelihood of extreme returns?
added 1 characters in body
Jul
20
revised What distribution should I apply to estimate the likelihood of extreme returns?
changed title to question, replaced tags with more common ones
Jul
20
comment inflation > interest rate?
Is this an attempt to be humorous? I'm not sure this qualifies as a quant finance question.
Jul
20
answered inflation > interest rate?
Jul
20
answered What distribution should I apply to estimate the likelihood of extreme returns?
Jul
19
answered How to compute portfolio weights from multivariate regression results?
Jul
19
revised What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
Edited grammar and typos for clarity.
Jul
19
comment What is a standard credit default swap contract and where can I find spread data? What alternatives exist to judge creditworthiness?
I can't recall ever seeing a CDS spread above 10000 basis points, although in theory it could be rational if the reference entity is sure to default in less than a year and recovery is expected to be very low.
Jul
19
comment How to compute portfolio weights from multivariate regression results?
I am a bit confused by your question. What would be the goal of this portfolio? What sort of application do you have in mind?
Jul
18
comment What commercial financial libraries are available to outsource implementation risk?
@RYogi Other people may have their own style, but in my style of coding, I often have only a vague idea of what function exactly I'm looking for, and good documentation allows me to find it myself in less than a minute. Who exactly do I contact if I'm not even sure exactly what I want?