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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Data & Analytics
Web Development
Programming Language
Database
Operating System
Others
Portfolio Projects
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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Java (All Versions)Tools
microsoft ExcelCompany
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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R Statistical SoftwareTools
microsoft ExcelCompany
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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R Statistical Software SQLTools
PostgreSQL