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 !
I tend to keep busy. Here’s a list of some of the things I have been up to.
- A python course for finance
- Reinforcement learning for market making
- Build a half pipe
- Deep Learning (DBNs/CNNs) for Weather Modelling
- Further develop Hybrid Monte Carlo library
- Basic algo. trading models: $\mu$ revert, tech. analysis, $\sigma$ target
- Autocorrelations in Generalised Hybrid Monte Carlo (HMC)
- Basic algo. trading models: momentum, historic pattern recognition
- Web Scraping: recursive crawlers, PDF parsing, custom APIs
- Time-Series forecasting: ARIMA, X11, X13, various others
- GARCH, E-GARCH using various random distributions
- BFGS solver
- Genetic Algorithm
- Binomial pricing model
- Neural Nets
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