Quant developer in Chicago, working in securities trading, portfolio management, and risk management. Mostly working in R these days. So-so musician.
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Quant Development LLC
- Evanston, IL
- http://quantdevel.com/public
Highlights
- Pro
Popular repositories Loading
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StateSpaceModels
StateSpaceModels Public archiveRecipes for creating state-space models in R
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StateSpaceRecipes
StateSpaceRecipes PublicA collection of recipes for creating state-space models in R
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PureLisp
PureLisp PublicImplementation of pure Lisp as described in the Lisp 1.5 Programmer's Manual
C++
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