San Francisco, CA, USA
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:
C++11 (and the following sub-topics):
std::thread: multi-threaded programming in C++ for optimization & speed (in the context of algorithmic / high frequency trading and low latency engineering).
- QuantLib: I have been using and am very familiar with the QuantLib C++ library for risk management and pricing models.
- Template meta-programming in C++11.
- C++11 standard template library.
- Boost C++ libraries.
std::vector: Vectors and their functionality as a part of the C++ standard library.
- All aspects of the High frequency trading field: low latency engineering, market micro-structure, smart order routing, the FIX Protocol, etc.
Digital signal processing
Time series analysis (Fourier transform, ARIMA models, etc.)
I moderate the r/highfreqtrading subreddit as well, check it out and subscribe if interested.
You can reach me via email at firstname.lastname@example.org
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