Quantitative modeler, infra, trading and modeling experience in US futures, Equities markets.
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JP Morgan
- New York, New York
Highlights
- Pro
Pinned Loading
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PartitionSolvers
PartitionSolvers PublicSWIG bindings for best subset, best partition solvers, multiple flavors, multiple objectives
Python 1
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Implied_Price_Engine_All
Implied_Price_Engine_All PublicImplied Price Engine project, all source.
C++
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HFT_Challenge_1
HFT_Challenge_1 PublicTCP/IP socket connection to test server; test of session communication protocol.
C++
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Task_Scheduler
Task_Scheduler PublicStd::thread-based task scheduler, supports dependencies as encoded by a boost graph object.
C++
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