Jacob Amos's user avatar
Jacob Amos's user avatar
Jacob Amos's user avatar
Jacob Amos
  • Member for 8 years, 3 months
  • Last seen more than 6 years ago
About

As a Quantitative Researcher at Applied Academics in NYC, I prototype and productize code to implement research ideas whose focus includes financial product design, systematic trading strategy development, and measuring the skill of traders. I work with both the research and engineering sides of the business to investigate new methodologies and see to the accuracy, efficiency, and scalability of implementation when converting new ideas into client-facing products that will grow our business. In this role I mostly use R when prototyping and C++ to optimize performance and scale our algorithms.

I also contribute to open-source projects in my spare time, focusing most of my personal development efforts on actively maintaining a series of Julia packages that I have authored:

  • Temporal: time series type aimed at facilitating faster data wrangling and analysis
  • Indicators: technical analysis indicators for financial markets
  • Strategems: systematic trading strategy research & development framework
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