Castedo Ellerman freelance quantitative analyst|developer

Services

Interactive Brokers Applications
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.
order entry applications
automated trading
real-time IB data feeds updating Excel
Quantitative Software Development
I can develop a wide variety of software involving the calculation, extraction or manipulation of numbers: 
extraction of data from web pages (HTML screen scraping)
Excel integration of data feeds or analytics libraries
mathematical optimizations (eg. linear or quadratic programming)
simulations of financial prices (i.e. Monte Carlo)
valuation analytics for financial derivatives
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:
statistical analysis (e.g. statistical regressions)
time series analysis
ad-hoc SQL database queries