Daniel Y.

Daniel Y.

Innovative quantitative researcher and data scientist with 15 years of experience

New Haven , United States

Experience: 3 Years

Daniel

New Haven , United States

Innovative quantitative researcher and data scientist with 15 years of experience

60000 USD / Year

  • Immediate: Available

3 Years

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About Me

Innovative quantitative researcher, experienced data scientist over a variety of disciplines, expert numerical programmer that can write difficult functions and algorithms from scratch. No task too large or ambitious, the higher the level of diffi...

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Portfolio Projects

Proprietary trading program

Company

Proprietary trading program

Description

Designed proprietary algorithmic trading program for Piper Jaffray.  Achieved unlevered 10% proportional gains in 2008, a difficult year.

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Long-range internet traffic prediction model

Company

Long-range internet traffic prediction model

Description

Developed a long-range forecast for internet traffic in the United States based on logistic curve modeling.

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Exchange clock normalization

Company

Exchange clock normalization

Role

Data Scientist

Description

Developed a method to normalize timestamps from all US equity market participants into one coherent whole.

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Tools

PostgreSQL