Kernel Smoothing

Gaussian Kernel Smoothing and Optimal Bandwidth Selection

August 26, 2018

ZeroMQ Proxy

How to Solve the Dynamic Discovery Problem in ZeroMQ

May 16, 2018

Me and this blog

I am a Chicago-based Quantitative Researcher and Data Scientist working in the High Frequency Trading industry.

On this blog, I post

  • Collection of articles and notes on interesting Math problems that I encounter on a daily basis
  • Snippets and discussions related to new (for me) programming techniques, mostly in C++, Python, and Java
  • My experiments with Machine Learning, Data Science, Algorithmic Trading, Trading System Design, Time-series Analysis, etc.




Chicago, IL 60605
United States of America