5,952 reputation
12745
bio website statalgo.com
location New York, NY
age 35
visits member for 3 years, 6 months
seen Jun 30 at 13:13

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
1
revised How do I price OANDA box options?
edited tags
Feb
1
revised Are there any good tools for back testing options strategies?
added 146 characters in body
Feb
1
revised How are risk management practices applied to ML/AI-based automated trading systems
added 15 characters in body
Feb
1
revised Is there a standard model for market impact?
added 507 characters in body
Feb
1
revised is beta of a portfolio always meaningful?
added 379 characters in body