Theodore Weld

San Francisco, CA, USA

The people over at 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

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!

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