meta user
network profile
| bio | website | lordabbett.com |
|---|---|---|
| location | New York | |
| age | 31 | |
| visits | member for | 1 year, 10 months |
| seen | Feb 25 at 15:03 | |
| stats | profile views | 1,470 |
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.
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Jul 27 |
answered | What data sources are available online? |
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Jul 27 |
comment |
Free paper trading site with an API @Zach I think your data fees are reduced by \$1 for every \$3 of trading fees, so generate at least \$30/month in trading fees if you want to avoid being billed for data fees separately. |
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Jul 27 |
comment |
How can I learn about the quantitative aspects of market making in illiquid single stock options? @Soham if you are seriously interested in dispersion trading, you can do worse than Bossu's papers |
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Jul 27 |
comment |
How to model the risk of a CFD @user1122 The RiskMetrics document is just pointing out two equivalent methods of modeling a CFD. The risks are the same. The risk of a futures position is also equivalent to the risk of a stock and a loan. |
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Jul 27 |
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Jul 26 |
suggested | suggested edit on credit tag wiki excerpt |
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Jul 26 |
wiki | created credit excerpt |
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Jul 26 |
suggested | suggested edit on vix tag wiki excerpt |
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Jul 26 |
wiki | created vix excerpt |
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Jul 26 |
suggested | suggested edit on option-pricing tag wiki excerpt |
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wiki | created option-pricing excerpt |
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suggested | suggested edit on trading tag wiki excerpt |
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wiki | created trading excerpt |
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suggested | suggested edit on risk-management tag wiki excerpt |
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Jul 26 |
wiki | created risk-management excerpt |
