7,372 reputation
32168
bio website lordabbett.com
location New York
age 33
visits member for 3 years, 1 month
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.


Aug
9
revised How to develop journeymanship and mastery in the field Quantitative Finance?
edited tags
Aug
3
revised Why does the price of a derivative not depend on the derivative with which you hedge volatility risk?
improved tags, changed title to question
Aug
3
revised How to build an execution trading system with CQG API?
added 472 characters in body; edited tags; edited title
Aug
2
revised What is the relative performance of hard-to-borrow securities?
changed title to question, added tags
Aug
1
revised How high of a Sharpe ratio is implausibly high for a low-frequency equity strategy?
changed title to question, added tags
Jul
31
revised How much capital do I need to create a competitive automated trading strategy?
refocused the question on what should be on topic
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
revised What is the case for active management?
removed disclaimer
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
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
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
13
revised How to automate the margin requirements for Eurex markets?
changed title to Q, added tags
Jul
11
revised Are there any standard techniques for adding realistic synthetic microstructure noise to a price series?
corrected title, added tags
Jul
9
revised Why should there be an equity risk premium?
changed title to question
Jul
9
revised Is it true that pricing an IR swap doesn't require any stochastic model but calculation of the PFE of an IR swap would?
Corrected formatting and changed tags to standard tags.
Jul
9
revised What really drives option implied volatility?
added 215 characters in body
Jul
9
revised What really drives option implied volatility?
Clarified question, corrected some grammar, and changed title.
Jun
21
revised Why do some people claim the delta of an ATM call option is 0.5?
edited title