If you want to create a trading system, run a statistical analysis, develop a pricing model, build a financial GUI, or find a pattern in a sea of data, I may be the guy to help. I work primarily in MATLAB, C#, and Python. On the finance side, I'm a CAIA Charterholder, with an Economics degree and experience at McKinsey & Company. On the technical side, I hold degrees (with honors) in Engineering, and worked at a number of California tech companies through the 1990's and early 2000's. Since 2008 I've focused my work in the field of computational ... finance. Recent clients have included: a Swiss proprietary trading desk (Energy Futures), a Canadian hedge fund (Currencies), a US asset management firm (Equities & Bonds), a US portfolio consulting firm, a US aircraft manufacturing operation, and several others. For those clients I have developed, backtested, and deployed alpha-seeking trading strategies, automated execution algorithms, portfolio optimization models, user-friendly GUI tools. Techniques have included machine learning algorithms, classifiers, feature detectors, digital filters, matrix-based models, and concepts borrowed from detection theory and signal processing, along with various technical analysis indicators. I've worked with many financial platforms and data feeds: Deltix QuantOffice (C#), CQG API, Bloomberg, Interactive Brokers API, MultiCharts (PowerLanguage), MultiCharts.NET (C#), TradeStation (EasyLanguage), FIX (HotspotFx), ITCH (HotspotFx), etc. I can integrate other systems with MATLAB or Excel where there's an advantage. I've created C/C++ .mex files, VBA macros, Java/MATLAB integration, MATLAB/Excel integration. I've been programming in MATLAB since 1990, and can sometimes get it to do things that others can't. I can also translate or port a MATLAB application to other languages, especially Python or C#. I'm located in Southern California. For clients located within 2 hours, I can drive to meet you (sometimes same day, schedule permitting). I'm also happy to work remotely. I'm a US Citizen and have held a security clearance, though it is no longer active. The foundation of every successful project is good communication. If you have a project that needs to be done well, then let's communicate!
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|Name||Score (out of 5)||Time to Complete|
|English Vocabulary Test (U.S. Version)||4.90||Top 10%||19 mins|