6,247 reputation
bio website statalgo.com
location New York, NY
age 35
visits member for 4 years, 2 months
seen Jan 25 at 14:17

Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.

accepted Control for bid/ask bounce in high-frequency trade data?