McGill University - Montreal, Canada - Class of 2017, Bachelor of Commerce, Major in Finance with Minor in Computer Science
International School of Beijing - Beijing, China - Class of 2013, International Baccalaureate
Morgan Stanley - Institional Securities Technologies - Montreal, Canada
Position: Summer Technology Analyst Languages used: C#
- Developed new tools for fixed income traders.
- Extended functionality of an internal trading application.
McGill University - Advanced Networking Research Lab - Montreal, Canada
- Implemented discrete event simulation using SimJS to simulate effects of social policies on populations.
Ahvoda Recruitment - Montreal, Canada
Position: Co-Founder Languages used: Python
- Developed stochastic model using 2,700 gathered datapoints to target users with preferred job listings.
Additional projects can be found on my Github.
Library for monadic composition of probabilistic functions using arbitrary probability distributions.
The Sample monad allows us to sample from the result of the composed probabilistic function, which can help us numerically approximate the distribution of a complicated statistical process. Haskell’s do-notation lets us intuitively describe the act of sampling from a Sample computation.
An extension to the Sample monad is the StochProcess type, which allows us to construct stochastic processes by monadic composition. As the StochProcess type is built on top of the Sample monad, we can use the two together by simply lifting the Sample computation to the StochProcess type.
A better description can be found in one of my blog posts.
EDSL for describing Bitcoin trading algorithms, backtester for said algorithms, plus sample EMA crossover algorithm.
Tool for interacting with the mouse cursor with Vim-like commands.