About Me
I am a quantitative research analyst and porfolio manager at Rotella Capital Management. We focus on systematic futures and options strategies. One of my chief areas of research is on random surface dynamics. I am also a Data Scientist at Qdeck where we are bringing high quality data and quantiative tools to financial professionals, in particular RIAs.
I completed my Ph.D. at the University of Groningen advised by Tobias Müller. My thesis Hyperbolic Voronoi Percolation gives some insight into the influence curvature has on the structure of random surfaces.
Before studying in the Netherlands, I completed my master's in mathematics at Western Washington University (WWU) where I worked on time series analysis and information theory with Kimihiro Noguchi and Amites Sarkar, respectively. See the research section for more information. I also worked with numerous organizations on statistical/economic problems including Haggen, Inc., Office of Survey Research at WWU, and Washington State Democrats Coordinated Campaign.
Research
We place points as "randomly as possible" in the hyperbolic plane. Let crystal cells grow from each point until they run into another cell, we color the cells with probability $p$ and ask the question, is it possible to walk forever using only the colored cells?
We keep edges of an infinite piece of gridpaper with probability $p$, is it possible to walk forever using only those edges?
Singular Spectrum Analysis: Seasonal Volatility
Applying the ideas of singular value decomposition to time series to account for seasonal volatility.