I use this site to write up various bits and pieces that I have been thinking about in a more informal setting. Although the topics may vary wildly, these posts may be of interest to someone other than myself.

About the Author

  • Algorithmic trading quant
  • PhD in Applied Mathematics
  • Masters in Theoretical Physics
  • 10 years of C++ programming


  • Algorithmic trading strategies.
  • Trading system development and technology.
  • Implementing mathematical methods in C++.
  • Differential geometry applied to dynamical systems.
  • Dimensionality reduction.
  • Dynamical systems with symmetry.