7,457 reputation
32269
bio website lordabbett.com
location New York
age 33
visits member for 3 years, 3 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.


Nov
28
reviewed Reviewed What is the canonical reference for Minimum Variance Portfolio's uniqueness?
Aug
9
reviewed Approve suggested edit on How to develop journeymanship and mastery in the field Quantitative Finance?
Jun
24
reviewed Approve suggested edit on Any thoughts on how Warren Buffet's B of A warrants might be “marked-to-market” by either counterparty?
Jan
18
reviewed Reject suggested edit on
Dec
27
reviewed Approve suggested edit on how expected moves are priced into options
Dec
21
reviewed Approve suggested edit on Law of an integrated CIR Process as sum of Independent Random Variables
Dec
5
reviewed Approve suggested edit on Why is volatility mean-reverting?
Nov
23
reviewed Approve suggested edit on Taking into account the correlation in Barrier options on a Basket
Sep
27
reviewed Approve suggested edit on How to calculate compound returns of leveraged ETFs?
Sep
12
reviewed Approve suggested edit on What should be considered when selecting a windowing function when smoothing a time series?
Sep
9
reviewed Approve suggested edit on How do I price OANDA box options?
Sep
9
reviewed Approve suggested edit on What are the risk factors in analysing strategies?
Sep
9
reviewed Approve suggested edit on How does left tail risk differ from right tail risk?
Sep
9
reviewed Approve suggested edit on Time Series Regression with Overlapping Data
Sep
8
reviewed Approve suggested edit on Python library for Portfolio Optimization