Personal Information
Organization / Workplace
London, United Kingdom United Kingdom
Occupation
Vice President at J.P. Morgan
Website
None
About
Software Architect / Quantitative Programmer specializing in the development of scalable, fault tolerant, distributed, low latency algorithmic trading software. Highly skilled in building large scale real time high frequency financial quantitative analytics on big data using Q/KDB+, R, Java, Python, Matlab, Git, Linux, Docker, Vagrant, Puppet, Chef
Expertise in building high frequency trading strategies- VWAP, TWAP, GWAP, PoV, derivative pricing models, hedging and statistical arbitrage. Main interests include Algorithmic Trading, Liquidity Aggregation, Smart Order Routing, Transaction Cost Analysis, Best Execution, Low-Latency DMA and Market Structure
Tags
kdb+
q
See more
- Presentations
- Documents
- Infographics
Deep dark-side of git: How git works internally
SeongJae Park
•
10 years ago
Reshaping Data in R
Jeffrey Breen
•
13 years ago
Streaming Analytics with Spark, Kafka, Cassandra and Akka by Helena Edelson
Spark Summit
•
8 years ago
Protocol Buffers and Hadoop at Twitter
Kevin Weil
•
14 years ago