I love my job and my team but I'm always willing to talk if you have an interesting opportunity. I can do consulting for anyone interested in algorithmic trading, and insights into the Canadian financial industry.
If you need a trading system built, I'm the person you should be talking to. I love to talk algo strategies and implementation!
Currently using Complex Event Processing, F#, C#, Perl and ZeroMQ. R has been a mainstay in my toolbox for the past few years. It's replaced excel for me for all but the most simple tasks. I probably spend half my day in RStudio and in finance saying something replaced excel is high praise.
I've used C and C++ for more than 10 years and I'm getting fairly competent in Haskell and OCaml.
If you've made it this far and feel like you'd like to work for a successfully hedge fund in Toronto please don't be shy at all and reach out to me. I'd love to chat.
Contact me: firstname.lastname@example.org