Engineer Quantitative Trading Analyst Quantopian Python mySQL
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I am a freelancer with over 20 years experience in the design and support of enterprise applications and cloud/virtual/physical hosting. My current specialty is in providing custom support, automation, tuning, optimization, troubleshooting assistance and programming in LAMP-based web architectures, mySQL/mariaDB based applications and python based stock algorithm trading via quantopian.com or offline using the open source zipline trading package.
Trained as a Electrical Engineer, I have worked extensively in a variety of languages, platforms and tools including numerical optimization techniques, signal processing, machine learning, time series analysis, databases, financial modeling, regression analysis, portfolio theory and application of technical indicators. I have been programming in python since 1999.
I have been a Quantopian community member and beta participant in their python financial trading algorithm platform since 2013. I have been recognized by Quantopian support with their iconic red T-shirt and was one of 7 winners of the #Fundamentals coding contest.
Current interests and specializations in quant finance include:
- Optimization (linear, convex, Bayesian)
- Exploiting the power of pandas - the python data structure and analysis library
- Use of ta-lib Technical Analysis indicators
- Markowitz mean-variance optimized portfolios
- Risk management and hedging tactics
- Statistical Arbitrage based pairs trading
- Using corporate fundamental data
- Event driven trading
I have worked on several mySQL/mariaDB optimization projects. Tuning of queries, tables, indexes and data models based on analysis of slow query logs is an area of focus for me.
I have several years of experience with LAMP based web hosting using cloud based platforms including Amazon AWS.