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 | 1,473 |
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 30 |
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Implied forward rates puzzle What is premise #3? I only see 2. |
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Jul 26 |
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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. |
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Jul 26 |
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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. |
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Jul 23 |
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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. |
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Jul 20 |
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inflation > interest rate? Is this an attempt to be humorous? I'm not sure this qualifies as a quant finance question. |
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Jul 19 |
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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. |
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Jul 19 |
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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? |
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Jul 18 |
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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? |
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Jul 18 |
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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. |
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Jul 18 |
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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. |
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Jul 16 |
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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. |
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Jul 13 |
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Equivalency of FX forwards and FX basis swaps for risk-management purposes Hi PBD, welcome to quant.SE and thanks for posting your question. |
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Jul 13 |
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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. |
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Jul 13 |
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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. |
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Jul 12 |
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Derivatives with a floating Libor leg This is not necessarily a quant question. |
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Jul 11 |
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how do we estimate position of our order in order book? Hi Sam, welcome to quant.SE and thanks for posting your questions. |
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Jul 11 |
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how do we estimate position of our order in order book? @chrisaycock why not make that an answer. |
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Jul 11 |
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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. |
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Jul 10 |
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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. |
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Jul 10 |
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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. |
