I recently completed my master’s degree in Theoretical Physics at The University of Edinburgh with a focus on quantum field theory and lattice field theory. I spend most of my time right now coding or doing maths, although blog entries will be quite code-heavy for a while !

key languages python mathematica Fortran VBA
hacky languages C++ C SQL bash regex xpath css html

Projects

I tend to keep busy. Here’s a list of some of the things I have been up to.

Current

  • A python course for finance
  • Reinforcement learning for market making

To Do

  • Build a half pipe plywood

Previous

  • Deep Learning (DBNs/CNNs) for Weather Modelling python
  • Further develop Hybrid Monte Carlo library python
  • Basic algo. trading models: $\mu$ revert, tech. analysis, $\sigma$ target python
  • Autocorrelations in Generalised Hybrid Monte Carlo (HMC) python Mathematica C++
  • Basic algo. trading models: momentum, historic pattern recognition python
  • Web Scraping: recursive crawlers, PDF parsing, custom APIs python SQL regex xpath
  • Time-Series forecasting: ARIMA, X11, X13, various others python
  • GARCH, E-GARCH using various random distributions Fortran
  • BFGS solver Fortran
  • Genetic Algorithm Fortran
  • Binomial pricing model Fortran
  • Neural Nets Fortran

Random

I drink lots of coffee but don’t really like it. Top speed on a snowboard is just under 80mph. I set my tabs to four spaces. Favourite beer is Guinness.

Physics is like sex: sure, it may give some practical results, but that’s not why we do it

Richard Feynman