5,872 reputation
12744
bio website statalgo.com
location New York, NY
age 34
visits member for 3 years, 2 months
seen Mar 26 at 1:55

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.


Feb
10
reviewed Approve suggested edit on Is variable binning a good thing to do?
Feb
10
awarded  Citizen Patrol
Feb
10
awarded  Nice Answer
Feb
10
awarded  Talkative
Feb
9
comment What is a Structurer?
Voting to close as off topic. Job and other institutional questions like this are not within the scope. As an example: meta.quant.stackexchange.com/questions/51/… That being said, you could ask an appropriate question about structuring, but you would need to provide context/detail.
Feb
9
comment Fundamental Theorem of Asset Pricing (FTAP)
@TheBridge I'd say go ahead whenever you want. As it stands, you have a small chance of someone else going first. Lead by example.
Feb
9
awarded  Convention
Feb
9
comment Fundamental Theorem of Asset Pricing (FTAP)
@TheBridge I strongly urge you to provide an example answer since you have set up a rather elaborate scheme here.
Feb
9
comment Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?
I think that it's perfectly acceptable here.
Feb
9
revised Is there a technique for using xts or zoo objects with options data (i.e., many entries per date) in R?
edited tags
Feb
9
comment What is a Quant
I have kept my definition intentionally broad, but this covers many different kinds of careers ranging from structure products, derivatives valuations (and financial engineering), to algorithmic trading. The key common point is that people are providing models for financial markets that are based on mathematics.
Feb
9
revised What is a Quant
added 2 characters in body
Feb
9
comment What is a martingale?
This doesn't address the question w.r.t. EMH.
Feb
9
revised What is a martingale?
edited tags
Feb
9
revised What is a Quant
edited tags
Feb
9
answered What is a Quant
Feb
9
comment What is a Quant
I don't necessarily see this as a community wiki. Someone should be able to come along and give a complete definition that is acceptable to everyone.
Feb
9
answered Any research on how natural language processing can be used to forecast stocks?
Feb
9
comment What programming languages are most commonly used in quantitative finance?
@Todd Apologies. Thanks for the reference in that case! :)
Feb
9
comment What programming languages are most commonly used in quantitative finance?
@Todd Just because a few smallish firms use OCaml hardly addresses the question. I agree completely with @gappy on the use of minor languages (and yes, immature languages for the most part).