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.