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dysonance

I am a commodities trader focused on quantitative strategy research, and am finishing up an MSc in Computational Finance & Risk Management online with the University of Washington in Seattle. I use R for most of my current work, though I have extensive experience with Python, Matlab, Ruby, SQL, and C++. I possess a keen interest in the Julia language as well, dedicating most of my off-hours development to expanding Julia's functionality for quantitative finance with an eye towards trading strategy research and deployment. My long-term goal is to start and manage a hedge fund with a foundational focus on algorithmic trading before expanding into more illiquid and alternative assets.

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