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ofey73

The people over at nerdtests.com think I'm cool, you should too.

Quick bio: High school student in the San Francisco Bay Area, interested primarily in math, computer science, physics and the applications of the respective fields to the finance / algorithmic trading area.

Areas of knowledge / expertise:

  1. C++11 (and the following sub-topics):

    1. std::thread: multi-threaded programming in C++ for optimization & speed (in the context of algorithmic / high frequency trading and low latency engineering).
    2. QuantLib: I have been using and am very familiar with the QuantLib C++ library for risk management and pricing models.
    3. Template meta-programming in C++11.
    4. C++11 standard template library.
    5. Boost C++ libraries.
    6. std::vector: Vectors and their functionality as a part of the C++ standard library.
    7. All aspects of the High frequency trading field: low latency engineering, market micro-structure, smart order routing, the FIX Protocol, etc.
  2. Math

    1. Digital signal processing

    2. Time series analysis (Fourier transform, ARIMA models, etc.)

    3. Calculus

    4. Linear Algebra

I moderate the r/highfreqtrading subreddit as well, check it out and subscribe if interested.

You can reach me via email at tweld@protonmail.ch

Also feel free to reach out to me via the chat for anything related to the topics covered on this StackExchange, I’m very active! https://chat.stackexchange.com/rooms/250/quant

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  • Member for 1 year, 2 months
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