6,122 reputation
12848
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 10 months
seen Aug 4 at 22:49

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.


Jan
1
accepted Control for bid/ask bounce in high-frequency trade data?