Quantitative researcher focusing on statistics and machine learning methods in finance. Primarily use R, C++, Python, various databases (including OneTick and KDB), and LaTeX on a daily basis.
- Twitter: @statalgo
- Blog: http://www.statalgo.com (largely inactive)
- Former moderator on data analysis stack exchange site: http://stats.stackexchange.com/
- Proposer of Quantitative Finance stack exchange site: http://area51.stackexchange.com/proposals/117/quantitative-finance?referrer=EZoOPpokWeo1
Top Network Posts
- 241The Two Cultures: statistics vs. machine learning?
- 227What is your favorite "data analysis" cartoon?
- 212Counting the number of elements with the values of x in a vector
- 209How do I install an R package from source?
- 182Major unsolved problems in theoretical computer science?
- 165Convert data.frame columns from factors to characters
- 140What is your favorite "data analysis" cartoon?
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