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Joshua Ulrich
  • Member for 11 years, 4 months
  • Last seen more than a month ago
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About

I write open source R packages for trading, finance, and optimization. You can help me contribute to the community by sponsoring me on GitHub.

I love working on the hardest problems. My home is *nix and the command line. I enjoy the challenge of doing root-cause analysis on complex, distributed systems. I use an evidence-based approach to troubleshooting: I evaluate how available information might suggest behavior, then validate or disprove. I believe software engineering is all about communication.

I love uncovering relationships in data. More importantly, I work to understand the data generating process that creates the relationships, and I look for second-order effects of those relationships. Then I'm able synthesize complex relationships into a coherent story for non-technical audience, with an emphasis on business impact.

I'm interested in market microstructure, order management and execution, asset allocation, portfolio optimization, algorithmic trading systems, interest rate models, and high-performance computing.

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