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