At Syntax Indexes, I'm using Mathematica to develop portfolio optimizers and stratified sample indexes. At S-Network, I'm a quant, the architect for our daily index calculation platform and other components of our processing infrastructure, and the developer for our more quantitative indexes. ...more

At Syntax Indexes, I'm using Mathematica to develop portfolio optimizers and stratified sample indexes. At S-Network, I'm a quant, the architect for our daily index calculation platform and other components of our processing infrastructure, and the developer for our more quantitative indexes. These have included a multi-asset risk parity index, a set of constant duration treasury indexes, and a combined constant duration long call option index. I'm very good at getting big system performance and capabilities from a lightweight infrastructure. It's worth the effort: development is fast, maintenance is easy, and the platform itself is relatively inexpensive. Really good software and NoSQL database design are the key to success in this endeavor. Our software platform is a combination of Mathematica (The Wolfram Language) programming and rather sophisticated Excel VBA programming. I use Excel because it externalizes data, is understandable by our operations/maintenance programmers, and because, with software tricks, it can made remarkably fast and powerful - It punches way above it's weight class. I use Mathematica to do things that aren't easy to do with Excel VBA. The two are easy to integrate. Mathematica is remarkably powerful. We have used it to calculate the volatilities for thousands of historical call options for a ten year historical period, to build an APT portfolio optimizer, to do all kinds of analytics, and also for very high report production projects such as several million historical daily index reports. Prior to S-Network, I had a lot of experience managing financial service operations and software development at both a major buy-side firm (US Trust) and a financial technology firm (Wilshire Associates). I'm good at lot of things. Specialties: Mathematica Programmer • Quantitative Analytics • Performance Attribution • System Design & Implementation • System Automation • Operational Logistics • Quality Control • Software Developmentless