About

This Used To Be Shorter

Currently, after several years of developing data analytics for large institutional clients to assess their trading practices and contributing to other financial technology products related to markets and automation, my Mile 59 co-founders and I joined forces with other talented and experienced people to create a new ML startup called Urvin, which greatly expands our technology portfolio, improves our ability to service more diverse clients, and integrates our more cutting edge work that has long been in development.

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. One long-awaited project I’m releasing as a result of this collaboration is the Agent-Market Modeling Platform and Simulator (AMMPS) which provides an unparalleled open source tool for both academic and industry work related to multi-agent market simulations. I’ve also served as an editor for the journal Algorithmic Finance since 2019 out of a passion for open access research and providing high-quality peer and code review to aspiring researchers free of charge.

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. By the end of my time there, I had a hand in creating or maintaining every facet of the infrastructure and automation used to research and deploy trading strategies in nearly every asset class. Immediately following that, I brought some of my own strategies to market which performed well but were quickly made obsolete by fundamental changes to market structure. And so, like every trader/developer with a ton of IP but fewer fresh trading ideas, I’ve since been providing services.

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.

This is Skip
This is Skip