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chrisaycock

I work for a proprietary trading firm in New York. I'm also the creator of Empirical, a language for time-series analysis.

I've spent a decade in quantitative finance, particularly stat arb and HFT. I have my BS and MS from Penn State and my DPhil from Oxford, all in computer science.

I am interested in programming languages, high-performance computing, and systematic trading. Outside of work, I enjoy fencing and squash.

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14 What can we do for R/Finance 2013? Dec 19 '12
13 Are “help me develop this strategy” questions in scope? Feb 1 '11
12 Who should the moderators be? Feb 7 '11
11 How are we going to market this site? Mar 10 '11
10 Policy recommendation: all free data questions are henceforth off topic Jan 15 '12
8 Definitive “How did you become a quant?” community wiki Jun 15 '20
8 Broaden from quant to Finance / Accounting Feb 4 '11
8 Is this site on track? Mar 8 '11
7 Will this site be closed again? Is there a possibility of continuing it elsewhere? Apr 11 '11
7 How does QF.SE relate to Nuclear Phynance and Wilmott? Feb 9 '11
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