Currently I develop analytics for large institutional clients to assess their trading practices. I also contribute to various other financial technology products related to markets and automation. On the academic side, I study math and econ at Northwestern and began researching agent-based modeling of capital markets with the AlgoFinance academic group in Copenhagen. Previously I had a healthy stint at a quanty high-frequency trading firm out of the Chicago Board of Trade where I developed automated trading systems and sophisticated simulation environments. There I got to experience some extreme events in real time — like the Flash Crash and the Swiss Central Bank abruptly ending its currency peg.
I’ve also had a lot of odd jobs and false starts over the years: waiter; paralegal; pharmacy technician; crappy bar manager; packing and shipping store clerk; computer repairman making house calls in retirement villas; private limo driver for an eccentric elderly woman. I like to think these experiences and the gamut of personages I’ve worked with have all made some contribution to my worldview: empathy and intellectual honesty are primal, while self-promotion and motivated reasoning are heinous and far too prevalent. And since I tend to only write when something has been bothering me for a while, I often use this space to blast sloppy work, dishonest shortcuts, or general charlatanism. Eventually I might start posting some literary non-fiction in between all that dry pedantic stuff.