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| bio | website | statalgo.com |
|---|---|---|
| location | New York, NY | |
| age | 34 | |
| visits | member for | 2 years, 3 months |
| seen | Apr 14 at 18:57 | |
| stats | profile views | 599 |
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.
- Twitter: @statalgo
- Blog: http://www.statalgo.com (largely inactive)
- Former moderator on data analysis stack exchange site: http://stats.stackexchange.com/
- Proposer of Quantitative Finance stack exchange site: http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=EZoOPpokWeo1
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Jan 1 |
accepted | Control for bid/ask bounce in high-frequency trade data? |
