Quantitative Finance
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ThatDataGuy
  • Member for 2 years, 1 month
  • Last seen more than a month ago
  • Zürich, Switzerland
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About

I am a Systematic Trading Hedge Fund veteran with a passion for the application of technology and data to the systematic trading of financial products.

I have a nerdy fascination with financial data - "What is the difference between an ISIN, CUSIP and SEDOL?", "What columns should a trade booking system have?" etc, is the stuff I love.

I've spent many years dealing with the nitty gritty of database schemas, cluster computing, java garbage collectors, symlinks, yaml config files... I get stuck in.

I have a strong focus on team leadership, change management, and operational discipline.

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Top posts
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All Questions Answers
Score Newest
answer
6
Is there any thing out there as a substitute for KDB?
Apr 19, 2020
answer
2
Why are options on commodity futures traded instead of options on spot commodities?
Apr 19, 2020
answer
2
Is there a reason why futures and options have more substitutes than other financial instruments?
Apr 19, 2020
answer
2
Building Financial Data Time Series Database from scratch
Jun 2, 2020
answer
2
What is the forward price of a futures contract?
Nov 26, 2020
answer
2
Definition of notional for a future contract
Jan 14, 2021
answer
2
Continuous futures data roll adjustment
Sep 17, 2021
answer
2
When are intra-day profits from futures settled?
Sep 17, 2021
answer
2
Bond Future and Bond Yield relation
Sep 17, 2021
answer
1
Algorithm / source to calculate historical expiry dates of futures
May 25, 2021
Top network posts
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32
What do the blue blocks in spark stage DAG visualisation UI mean?
17
How can set the default spark logging level?
10
What does Exception: Randomness of hash of string should be disabled via PYTHONHASHSEED mean in pyspark?
10
pyspark Do python processes on an executor node share broadcast variables in ram?
6
Wrong version of pg_dump on Ubuntu

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