I just started my masters in computational finance at the University of Washington this fall. I'm aiming to score a job on a trading desk doing quantitative research and algorithmic strategy development, especially in the high frequency space. My research focus this past year has been on developing open-source numerical algorithms to implement support and resistance trendlines. The bulk of my experience is in equities and fixed income, though I have a keen interest in getting more acquainted with commodities as well. My primary programming languages are Python, R, and Matlab, but I know some VBA and SQL, and I'm currently learning C++.