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
18
answered What commercial financial libraries are available to outsource implementation risk?
Jul
18
comment Use of AI in portfolio optimization
Another common marketing gimmick is to tell your rubes that you will soon have "international" clients, and they will be the first among an elite bunch. He may not be malicious, though, as he may honestly believe that he has a good system, and simultaneously believe that he is not smart/credentialed/educated/experienced enough to make it in London.
Jul
18
answered Use of AI in portfolio optimization
Jul
18
comment What is the use of the Euler equation in the Ramsey growth model?
Hi Michael. Your question is really an economics question, and unfortunately, the economics stack exchange was recently closed due to lack of participation. While some econ questions also belong on this site, I am not sure you will find the right audience for your question here.
Jul
16
comment With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
@Freddy money.SE has generally been very receptive to general interest trading questions, such as regarding market hours. But if it's the kind of question that only a quant would be interested in asking (algos, quantitative risk management, etc.), then it belongs here.
Jul
13
revised How to automate the margin requirements for Eurex markets?
changed title to Q, added tags
Jul
13
comment Equivalency of FX forwards and FX basis swaps for risk-management purposes
Hi PBD, welcome to quant.SE and thanks for posting your question.
Jul
13
comment Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?
Hi WD, welcome to quant.SE and thanks for posting an answer. However, if this answer doesn't get as many up-votes, please realize that generally a follow-up answer is expected to add some significant information relative to existing answers.
Jul
13
comment With there being such a high demand for electronic trading or just trading in general why are market hours so limited?
Why did you post this here rather than on money.SE. Should we migrate your question? This may not be the right forum, as the question is not really quantitative.
Jul
12
comment Derivatives with a floating Libor leg
This is not necessarily a quant question.
Jul
11
comment how do we estimate position of our order in order book?
Hi Sam, welcome to quant.SE and thanks for posting your questions.
Jul
11
comment how do we estimate position of our order in order book?
@chrisaycock why not make that an answer.
Jul
11
comment Trading a stock (or other asset) based on Bollinger Bands.
@Freddy this was an early question on the site, when the site was still more accepting of newbie-type questions. A few more of these "how do I use technical analysis" questions popped up, and now I think they're sort of settled and we've moved on.
Jul
11
revised Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
corrected title, added tags
Jul
10
comment What are the common trading systems for hedge fund automated trading?
Using Bloomberg or some other third-party EMS/OMS is a perfectly valid option for any quant shop that doesn't engage in high frequency trading.
Jul
10
comment What are the common trading systems for hedge fund automated trading?
Tradebook is not a "trading system," it is an Execution Management System. Please google that term, along with possibly Order Management System, and come back if you have a more specific question.
Jul
10
comment Why use a column database for tick/bar data?
@chrisaycock fair point. Freddy: If you find Chris's downvote unfair, please consider your own voting patterns. If you find information that you think may be useful and is correct, you should up-vote it.
Jul
10
comment Why use a column database for tick/bar data?
@chrisaycock I don't know much about column-oriented databases so can't tell who's right, and even though I suspect you are right, I think the down-vote is out of place. We should give people a chance to correct or explain themselves before downvoting.
Jul
9
answered Why should there be an equity risk premium?
Jul
9
comment Why should there be an equity risk premium?
@JL344 What you say is not true. There is still a positive spread between junk and investment grade rated debt. Also, you are suggesting that it has become more popular for private (pre-IPO) companies to raise money via the corporate bond markets than via equity, which I'm not sure is true.