I'm experienced in quantitative finance, supply chain optimization, project management, and software development. I have a natural draw to statistics, math, and programming which is why I studied Industrial Engineering at Georgia Tech and Finance at Illinois Tech.
My hobbies are rock climbing, lifting, hiking, running, cycling, cooking, video games, board games, and playing with my dog. I also play guitar, ukulele, and electric bass, albeit not very well.
I'm currently employed as the head of quantitative research at Convex Asset Management.
Here’s some more stuff
Projects, articles, ideas, websites. Just stuff I find interesting and worthwhile.
Article: The Key to Good Luck Is an Open Mind
2018 / 03 / 26
Instead of treating luck like an uncontrollable phenomenon the author suggests that good luck is a learnable skill. Research results described suggest that individuals who consider themselves lucky are more likely to notice opportunities in their environment. Keeping an open mind to new possibilities and being observant of ones own environment can ultimately lead to better “luck”. However, there is probably something to be said about the difference in riskiness between environments.
Textbook: Seven Sketches in Compositionality: An Invitation to Applied Category Theory
2018 / 03 / 14
I'd like to work through this over the next few weeks. I have only gotten through section 1.2 (as of Mar-30). It looks like a great way to formalize and generalize concepts in programming logic, data science, and math. The authors expressly tried to make this accessible to people with different levels of experience.
Article: The Poison We Pick: America's Opioid Epidemic
2018 / 02 / 17
Very well written (but warning: long) article. Sad but well worth it. I also like that it is politically centrist (rare nowadays) by talking about the good/bad of both traditionally right/left values. For example, it talks about bad sides of public health programs, extreme capitalism, mass disengagement from religion, and american individualism reducing the sense of community.
Paper: Rational Decision-Making under Uncertainty: Observed Betting Patterns on a Biased Coin
2016 / 10 / 25
Short and sweet paper about how irrational human behavior can be with regard to gambling (games and financial markets). People can be surprisingly silly with their decisions. Talks about probability but no knowledge of probability theory is required to intuit the explanations.
Personal Project: First T-shirt Quilt
2015 / 10 / 13
This my first attempt at tackling my massive pile of graphic t-shirts. This quilt is mostly a bunch of events that my wife and I did together over the years and some stuff we did separately before getting married. This was the first time I used a sewing machine since 7th grade home-ec class so I had plenty of re-learning to do. Learned a lot and will work to improve the creativity of design and quality of stitching in the next one!
2015 / 10 / 13
This is not a new thing but I was surprised by how over complicated a lot of people make this out to be. Rip a piece off the edge of a real k-cup and stick it on your non k-cup coffee. The real hack is buying your k-cup (and non k-cup) coffee at Marshall's ($5.99 for 16 packs).
School Project: Real Option Pricing for Power Plants
2013 / 12 / 07
I evaluate a derivative pricing model from another research paper using Monte-Carlo simulation. Then I used my different simulation algorithm to price a set of compound exchange options. The compound exchange options represent real options an energy company has for building a power plant. This concludes by discussing my recommendation for the energy company for both location and type of power plant. All programming was done with Matlab and the results and run times are included. This project has a strong focus on variance reduction techniques used to make the code run really fast.
School Project: Book to Market Ratio and Long-term Investments
2013 / 12 / 06
I explore the relationship between Book-to-Market and 1, 5, 10, and 20 year investment performance. I investigate a snapshot of the US market in January 1990. The results, not surprisingly, are not statistically significant to show a direct relationship. The discussion focuses on the process of obtaining and analyzing data. Multiple statistical analysis techniques are used and discussed at length.