6,257 reputation
13149
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.


Nov
14
answered What are the common trading systems for hedge fund automated trading?
Oct
29
comment Where can I find exercises on building a project finance spreadsheet?
It's possible that I'm wrong, but I think that project financing is off-topic.
Oct
15
awarded  Good Question
Oct
14
comment Analyzing tick data
That's funny given that I spent the day on Friday with him.
Oct
14
answered Analyzing tick data
Oct
10
comment How to account for bid/ask spread when backtesting?
Thanks, Chris! Might try to poke my head in a little more.
Oct
10
answered How to account for bid/ask spread when backtesting?
Sep
21
awarded  Custodian
Sep
20
awarded  Taxonomist
Sep
9
awarded  Popular Question
Aug
22
awarded  Popular Question
Aug
7
awarded  Good Question
Jul
12
awarded  Guru
May
7
awarded  Popular Question
Apr
26
awarded  Famous Question
Feb
20
comment Excellent information source on advanced machine learning / data mining based trading?
Machine learning is in scope on cross validated: stats.stackexchange.com. So this other site is redundant.
Feb
11
comment What is a good broker for HFT?
Definitely off topic. Voting to close.
Feb
8
awarded  Good Answer
Feb
3
answered Why does the minimum variance portfolio provide good returns?
Jan
31
awarded  Yearling