Gene Heritage

Castedo is currently Technical and Managing Director of Gene Heritage, Inc. Before starting Gene Heritage, Castedo analyzed family DNA as a fun mathematical challenge. He generated reports for three generations of his family with raw DNA data. The R software he developed he released as an open source package. A year later, Castedo and Joe Silver, the Creative Director of Designomotion, launched Gene Heritage.

Independent Software Developer

In 2005, with the birth of his first child, Castedo started working part-time from home as an independent software developer. Castedo has developed quantitative software in a wide range of application such as automated trading, statistical ETF arbitrage, phonetic analysis, statistical analysis, and extracting and retrieving financial data.

Wall Street and Microsoft

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Prior to working as an independent software developer, Castedo worked at investment banks Credit Suisse First Boston and Bear Stearns, working in automated market making and financial analytics for traders. His work included developing a matrix-based expression language for defining multi-asset path-dependent derivative products and a program computing resource-intensive statistics from historical implied volatility of equity options.

Prior to working and studying on Wall Street, Castedo worked as a Program Manager for Microsoft on Internet Explorer during the "browser war" of the late 1990’s. Following Microsoft, he joined silicon valley start-up Tellme Networks which later was aquired by Microsoft.

Academics

Castedo earned a Masters of Science in Mathematics in Finance from the Courant Institute of Mathematical Sciences at New York University, ranked #1 graduate school in applied mathematics.

In addition to applied mathematics, Castedo also enjoys theoretical mathematics and published the peer reviewed paper "Leanest Quasi-Orderings" with Professor Nachum Dershowitz in the academic journal Information and Computation (vol. 205, no. 4). Castedo presented the preliminary version of the paper at the 16th International Conference on Rewriting Techniques and Applications at Nara, Japan.