Full stack engineer with backend focus in the Ruby on Rails ecosystem for close to a decade. Hobbyist of finance and accounting. Statistics/math student.
My hobbies include:
- Hiking & backpacking 🎒
- Reading & studying 📖
- Biking 🚴
Some of the fun stuff I've made:
- Turbulence regime switch is a nifty signal based on the multivariate measure 'Mahalanobis distance', used to detect anomalous market regimes.
- Market beta supply is my model for tracking changes in the supply of high market beta. Made using my custom datasets for Welch's bswa32 estimator. It has interesting benefits for hedging and speculation.
- Reading group manager for discord Is a node.js discord bot I've made to enable an academic reading group that once supported thousands of users.
I'm always happy to discuss philosophy, systems theory, or financial markets :)