| Interactive Brokers Applications |
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I have created applications for the Interactive Brokers API from semi-automated
order entry to fully automated arbitrage. I specialize in building systems that
benefit from the advantages of Excel while avoiding the usual pitfalls and problems
with calling the Interactive Brokers API from Excel. |
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order entry applications |
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automated trading |
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real-time IB data feeds updating Excel |
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| Quantitative Software Development |
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I can develop a wide variety of software involving the calculation, extraction or
manipulation of numbers: |
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extraction of data from web pages (HTML screen scraping) |
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Excel integration of data feeds or analytics libraries |
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mathematical optimizations (eg. linear or quadratic programming) |
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simulations of financial prices (i.e. Monte Carlo) |
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valuation analytics for financial derivatives |
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| Data Analysis |
| With extensive SQL, Excel and R experience together with a solid command of statistics, some of the data analysis services I provide are:
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statistical analysis (e.g. statistical regressions) |
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time series analysis |
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ad-hoc SQL database queries |
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